diff --git a/backend/app/api/endpoints/portfolio.py b/backend/app/api/endpoints/portfolio.py
index 9166f48..55eb072 100644
--- a/backend/app/api/endpoints/portfolio.py
+++ b/backend/app/api/endpoints/portfolio.py
@@ -606,9 +606,13 @@ async def sync_portfolio(db: AsyncSession = Depends(get_db), force: bool = True)
                 # 데이트레이딩 엔진이 보유 중인 종목 → strategy_type='daytrading' 태깅용
                 try:
                     from app.services.daytrading.position_manager import day_trading_state as _dts
-                    _dt_codes = set(_dts.positions.keys())
+                    _dt_qty = {
+                        code: int(pos.get("quantity", 0) or 0)
+                        for code, pos in _dts.positions.items()
+                    }
+                    _dt_codes = set(_dt_qty)
                 except Exception:
-                    _dt_codes = set()
+                    _dt_qty, _dt_codes = {}, set()
 
                 for item in balance_data["output1"]:
                     stock_code = item.get("pdno")
@@ -746,7 +750,9 @@ async def sync_portfolio(db: AsyncSession = Depends(get_db), force: bool = True)
                         h.profit_loss = profit_loss
                         h.profit_loss_rate = profit_loss_rate
                         h.market = exchange_code
-                        if stock_code in _dt_codes:
+                        # 같은 종목을 스윙+DT로 동시 보유하면 Portfolio 1행에 합쳐지므로,
+                        # 전량이 DT 포지션일 때만 태깅한다(부분 혼재 시 스윙 청산 대상 유지).
+                        if stock_code in _dt_codes and quantity <= _dt_qty.get(stock_code, 0):
                             h.strategy_type = "daytrading"
                         new_holdings.append(h)
                     else:
@@ -759,7 +765,11 @@ async def sync_portfolio(db: AsyncSession = Depends(get_db), force: bool = True)
                             profit_loss=profit_loss,
                             profit_loss_rate=profit_loss_rate,
                             market=exchange_code,
-                            strategy_type="daytrading" if stock_code in _dt_codes else "swing",
+                            strategy_type=(
+                                "daytrading"
+                                if quantity <= _dt_qty.get(stock_code, 0)
+                                else "swing"
+                            ),
                         )
                         db.add(new_holding)
                         new_holdings.append(new_holding)
diff --git a/backend/tests/test_portfolio_cache_bridge.py b/backend/tests/test_portfolio_cache_bridge.py
index 499c688..1e764f7 100644
--- a/backend/tests/test_portfolio_cache_bridge.py
+++ b/backend/tests/test_portfolio_cache_bridge.py
@@ -46,3 +46,21 @@ async def test_reflect_sell_unknown_holding_does_not_zero_db():
     with patch("app.services.db_worker.enqueue_portfolio_upsert", q):
         await bridge.reflect_sell("000660", 5, 100000.0)
     q.assert_not_awaited()
+
+
+@pytest.mark.asyncio
+async def test_dt_and_swing_same_stock_quantities_are_separable():
+    """같은 종목을 스윙+DT로 보유해도 화면상 수량이 분리 가능해야 한다.
+
+    Portfolio는 종목당 1행(stock_code unique)이므로 합계만 남는다 →
+    프론트는 엔진 포지션 수량을 빼서 스윙 수량을 계산한다. 여기서는 그 계산식을 검증.
+    """
+    q = AsyncMock()
+    with patch("app.services.db_worker.enqueue_portfolio_upsert", q):
+        await bridge.reflect_buy("064400", "LG씨엔에스", 8, 70148.0, strategy_type="swing")
+        await bridge.reflect_buy("064400", "LG씨엔에스", 4, 70800.0, strategy_type="daytrading")
+
+    row = portfolio_cache.holdings[0]
+    assert row.quantity == 12
+    dt_qty = 4
+    assert row.quantity - dt_qty == 8  # 스윙 잔량
diff --git a/frontend/src/components/PortfolioPanel.tsx b/frontend/src/components/PortfolioPanel.tsx
index 4a6967e..7bbb956 100644
--- a/frontend/src/components/PortfolioPanel.tsx
+++ b/frontend/src/components/PortfolioPanel.tsx
@@ -14,6 +14,8 @@
  * - 종목 코드가 6자리 숫자면 KR, 그 외는 US
  */
 import React from 'react'
+import { useQuery } from '@tanstack/react-query'
+import api from '../lib/api'
 import { Activity, TrendingUp, Clock } from 'lucide-react'
 import { Position } from '../types/trading'
 import { isUsStock } from '../utils/stockUtils'
@@ -32,6 +34,17 @@ const formatPrice = (price: number, isUs: boolean): string => {
     return `${price.toLocaleString()}원`
 }
 
+/** 데이트레이딩 엔진 포지션 (GET /daytrading/positions) */
+interface DayTradePosition {
+    stock_code: string
+    stock_name: string
+    quantity: number
+    entry_price: number
+    current_price?: number
+    pnl_pct?: number
+    strategy?: string
+}
+
 /** PortfolioItem Props 정의 */
 interface PortfolioItemProps {
     /** 보유 종목 데이터 */
@@ -193,9 +206,37 @@ const PortfolioPanel = React.memo(({
     accountSetupRequired,
     accountSetupMessage,
 }: PortfolioPanelProps) => {
-    const dayStocks = portfolio?.filter(s => s.strategy_type === 'daytrading') ?? []
-    const swingStocks = portfolio?.filter(s => s.strategy_type !== 'daytrading') ?? []
-    const total = portfolio?.length ?? 0
+    // 데이트레이딩 포지션은 매매 엔진(인메모리)이 진실 — Portfolio 테이블은 종목당 1행이라
+    // 같은 종목을 스윙+데이트레이딩으로 동시 보유하면 구분이 사라진다. 엔진에서 직접 조회해
+    // 데이트레이딩 그룹으로 표시하고, 스윙 행에서는 그 수량을 뺀다. (2026-09-23)
+    const { data: dtPositions } = useQuery<DayTradePosition[]>({
+        queryKey: ['daytrading-positions'],
+        queryFn: async () => (await api.get('/daytrading/positions')).data?.positions ?? [],
+        refetchInterval: 30000,
+        staleTime: 15000,
+    })
+
+    const dayStocks: Position[] = (dtPositions ?? [])
+        .filter(p => p.quantity > 0)
+        .map(p => ({
+            stock_code: p.stock_code,
+            stock_name: p.stock_name,
+            quantity: p.quantity,
+            average_price: p.entry_price,
+            current_price: p.current_price ?? p.entry_price,
+            profit_loss_rate: p.pnl_pct ?? 0,
+            strategy_type: 'daytrading',
+            market: 'KRX',
+        }))
+
+    const dtQty = new Map(dayStocks.map(d => [d.stock_code, d.quantity]))
+    const swingStocks = (portfolio ?? [])
+        .map(s => {
+            const dq = dtQty.get(s.stock_code) ?? 0
+            return dq > 0 ? { ...s, quantity: s.quantity - dq } : s
+        })
+        .filter(s => s.quantity > 0)
+    const total = dayStocks.length + swingStocks.length
 
     const renderGroup = (stocks: Position[], label: string, icon: React.ReactNode, color: string) => {
         if (stocks.length === 0) return null