diff --git a/app_streamlit.py b/app_streamlit.py
index 8caa226..4ed4302 100644
--- a/app_streamlit.py
+++ b/app_streamlit.py
@@ -299,8 +299,15 @@ def compute_signals(df, interval="5m"):
     df["bear_ma"] = (
         (df["close"] < df["MA7"]) & (df["MA7"] < df["MA25"])
     )
-    df["long_signal"]  = df["bull_ma_2"] & (df["RSI"] < 60) & (df["MACD_hist"] > df["MACD_hist"].shift(1)) & (df["close"] > df["BB_mid"]) & (df["close"] < df["BB_upper"])
-    df["short_signal"] = df["bear_ma_2"] & (df["RSI"] > 35) & (df["MACD_hist"] < df["MACD_hist"].shift(1)) & (df["close"] < df["BB_mid"]) & (df["close"] > df["BB_lower"])
+    # BB position: 0 = BB_lower, 0.5 = BB_mid, 1 = BB_upper.
+    bb_range = (df["BB_upper"] - df["BB_lower"]).replace(0, float("nan"))
+    df["bb_pos"] = (df["close"] - df["BB_lower"]) / bb_range
+    # 최근 3봉 모멘텀: 이미 큰 폭으로 움직인 후의 늦은 진입 차단.
+    # 롱: 최근 3봉 동안 이미 +0.5% 이상 오른 상태면 차단 (이미 늦음).
+    # 숏: 최근 3봉 동안 이미 -0.5% 이상 떨어진 상태면 차단.
+    recent_change_pct = (df["close"] - df["close"].shift(3)) / df["close"].shift(3) * 100
+    df["long_signal"]  = df["bull_ma_2"] & (df["RSI"] < 60) & (df["MACD_hist"] > df["MACD_hist"].shift(1)) & (df["bb_pos"] > 0.5) & (df["bb_pos"] < 0.7) & (recent_change_pct < 0.5)
+    df["short_signal"] = df["bear_ma_2"] & (df["RSI"] > 35) & (df["MACD_hist"] < df["MACD_hist"].shift(1)) & (df["bb_pos"] < 0.5) & (df["bb_pos"] > 0.3) & (recent_change_pct > -0.5)
     df["long_signal"]  = df["long_signal"]  & (df["long_signal"].rolling(5,  min_periods=1).sum().shift(1).fillna(0) == 0)
     df["short_signal"] = df["short_signal"] & (df["short_signal"].rolling(5, min_periods=1).sum().shift(1).fillna(0) == 0)
 
@@ -324,8 +331,8 @@ def compute_signals(df, interval="5m"):
     df["fr_long_favor"]  = df["taker_buy_vol"].rolling(3).mean()  > df["taker_sell_vol"].rolling(3).mean()
     df["fr_short_favor"] = df["taker_sell_vol"].rolling(3).mean() > df["taker_buy_vol"].rolling(3).mean()
 
-    df["strong_long_signal"]  = df["bull_ma_2"] & (df["RSI"] < 65)  & (df["MACD_hist"] > df["MACD_hist"].shift(1)) & df["oi_up_2"]   & df["taker_buy_2"]  & df["fr_long_favor"]
-    df["strong_short_signal"] = df["bear_ma_2"] & (df["RSI"] > 35)  & (df["MACD_hist"] < df["MACD_hist"].shift(1)) & df["oi_down_2"] & df["taker_sell_2"] & df["fr_short_favor"]
+    df["strong_long_signal"]  = df["bull_ma_2"] & (df["RSI"] < 65)  & (df["MACD_hist"] > df["MACD_hist"].shift(1)) & df["oi_up_2"]   & df["taker_buy_2"]  & df["fr_long_favor"]  & (df["bb_pos"] > 0.5) & (df["bb_pos"] < 0.7) & (recent_change_pct < 0.5)
+    df["strong_short_signal"] = df["bear_ma_2"] & (df["RSI"] > 35)  & (df["MACD_hist"] < df["MACD_hist"].shift(1)) & df["oi_down_2"] & df["taker_sell_2"] & df["fr_short_favor"] & (df["bb_pos"] < 0.5) & (df["bb_pos"] > 0.3) & (recent_change_pct > -0.5)
     df["strong_long_signal"]  = df["strong_long_signal"]  & (df["strong_long_signal"].rolling(10,  min_periods=1).sum().shift(1).fillna(0) == 0)
     df["strong_short_signal"] = df["strong_short_signal"] & (df["strong_short_signal"].rolling(10, min_periods=1).sum().shift(1).fillna(0) == 0)