diff --git a/src/dotnet/QuantEngine.Core.Tests/FactorCalculatorTests.cs b/src/dotnet/QuantEngine.Core.Tests/FactorCalculatorTests.cs
index 5bc6cbfb..f3193dd5 100644
--- a/src/dotnet/QuantEngine.Core.Tests/FactorCalculatorTests.cs
+++ b/src/dotnet/QuantEngine.Core.Tests/FactorCalculatorTests.cs
@@ -125,5 +125,28 @@ namespace QuantEngine.Core.Tests
             Assert.Equal(expectedMom20, outputs.Momentum20D, 5);
             Assert.Equal(1.0, outputs.Beta60D);
         }
+
+        [Fact]
+        public void CalculateFactors_DuplicateDates_UsesLastOccurrencePerDate()
+        {
+            var stock = CreateMockBars("005930", 100.0, 1.0, 130);
+            var index = CreateMockBars("KOSPI", 2000.0, 0.0, 130);
+
+            var duplicateDate = stock[129].TradeDate;
+            stock.Add(new PriceHistoryDailyRecord(
+                "005930",
+                duplicateDate,
+                1000m,
+                1002m,
+                998m,
+                1001m,
+                100000,
+                "TEST_SOURCE"));
+
+            var outputs = FactorCalculator.CalculateFactors(stock, index);
+
+            Assert.True(outputs.Momentum20D > 0);
+            Assert.True(outputs.Atr20Pct > 0);
+        }
     }
 }
diff --git a/src/dotnet/QuantEngine.Core/Domain/FactorCalculator.cs b/src/dotnet/QuantEngine.Core/Domain/FactorCalculator.cs
index c1e9d866..4190f0d7 100644
--- a/src/dotnet/QuantEngine.Core/Domain/FactorCalculator.cs
+++ b/src/dotnet/QuantEngine.Core/Domain/FactorCalculator.cs
@@ -26,8 +26,8 @@ namespace QuantEngine.Core.Domain
                 return new FactorOutputs(0, 0, 0, 0, 0, 1.0, 0);
             }
 
-            var sortedStock = stockBars.OrderBy(b => b.TradeDate).ToList();
-            var sortedIndex = indexBars?.OrderBy(b => b.TradeDate).ToList() ?? new List<PriceHistoryDailyRecord>();
+            var sortedStock = NormalizeBars(stockBars);
+            var sortedIndex = NormalizeBars(indexBars);
             return new FactorOutputs(
                 CalculateMomentum(sortedStock, 20),
                 CalculateMomentum(sortedStock, 60),
@@ -38,6 +38,20 @@ namespace QuantEngine.Core.Domain
                 CalculateRs20D(sortedStock, sortedIndex));
         }
 
+        private static List<PriceHistoryDailyRecord> NormalizeBars(List<PriceHistoryDailyRecord>? bars)
+        {
+            if (bars == null || bars.Count == 0)
+            {
+                return new List<PriceHistoryDailyRecord>();
+            }
+
+            return bars
+                .OrderBy(b => b.TradeDate)
+                .GroupBy(b => b.TradeDate)
+                .Select(g => g.Last())
+                .ToList();
+        }
+
         private static double CalculateMomentum(List<PriceHistoryDailyRecord> bars, int period)
         {
             if (bars.Count <= period) return 0.0;