diff --git a/backend/app/api/endpoints/recommendations.py b/backend/app/api/endpoints/recommendations.py
index 4ac998a..427b7b9 100644
--- a/backend/app/api/endpoints/recommendations.py
+++ b/backend/app/api/endpoints/recommendations.py
@@ -19,10 +19,19 @@ from app.services.market_analyzer import (
 )
 from app.services.trade_executor import execute_auto_trade_background, execute_auto_trade
 from app.services.mean_reversion_strategy import MarketRegime
+import pytz
 
 router = APIRouter()
 logger = logging.getLogger(__name__)
 
+_KST = pytz.timezone("Asia/Seoul")
+
+
+def _today_kst() -> date:
+    """KST 기준 오늘 날짜 반환 (UTC 기준 date.today() 대신 항상 이 함수 사용)"""
+    return datetime.now(_KST).date()
+
+
 # 매매 규칙 namedtuple
 Rule = namedtuple('Rule', ['id', 'name', 'description', 'rule_type', 'priority', 'conditions', 'actions', 'is_active'])
 
@@ -77,7 +86,7 @@ async def get_recommendations(
     use_rsi: bool = Query(False, description="RSI 지표 사용"),
     use_bollinger: bool = Query(False, description="볼린저밴드 사용"),
     use_moving_average: bool = Query(False, description="이동평균선 사용"),
-    use_stochastic: bool = Query(False, description="스토캐스틱 사용"),
+    use_stochastic: bool = Query(False, description="스토케스틱 사용"),
     use_adx: bool = Query(False, description="ADX 사용"),
     use_obv: bool = Query(False, description="거래량(OBV) 사용"),
     use_volatility_breakout: bool = Query(False, description="변동성 돌파 전략 사용"),
@@ -254,13 +263,13 @@ def is_mean_reversion_candidate(stock, conditions: dict, market_regime_str: str)
 
 async def get_rule_based_recommendations_from_db(db: AsyncSession):
     active_rules = await _load_active_rules_from_db(db)
-    
-    today_kst = datetime.now(KST).date()
-    since_date = today_kst - timedelta(days=1)
+
+    # KST 기준 오늘만 조회 — timedelta(days=1) 제거로 어제 데이터 누적 표시 방지
+    today_kst = _today_kst()
     result = await db.execute(
         select(StockAnalysis)
-        .where(StockAnalysis.analysis_date >= since_date)
-        .order_by(StockAnalysis.analysis_date.desc(), StockAnalysis.score.desc())
+        .where(StockAnalysis.analysis_date == today_kst)
+        .order_by(StockAnalysis.score.desc())
     )
     raw_stocks = result.scalars().all()
     seen = set()
@@ -579,8 +588,8 @@ async def get_rule_based_recommendations_realtime():
                 stock["change_rate"] = updated["change_rate"]
     
     from app.services.analysis_db_service import bulk_upsert_analysis as _bulk_upsert
-    from datetime import date as _date
-    _today = _date.today()
+    # KST 기준 오늘 날짜 사용 (UTC 기준 date.today() 사용 시 KST와 날짜 불일치 → UPSERT 대신 INSERT 반복 버그 수정)
+    _today = _today_kst()
     _items = [(rec.stock_code, rec.stock_name, rec) for rec in valid_analyzed_stocks]
     async with AsyncSessionLocal() as _db:
         saved = await _bulk_upsert(_db, _items, _today)