diff --git a/backend/app/api/__init__.py b/backend/app/api/__init__.py
index 2387385..1530c2c 100644
--- a/backend/app/api/__init__.py
+++ b/backend/app/api/__init__.py
@@ -6,6 +6,7 @@ from app.api.market import router as market_router
 from app.api.backtest import router as backtest_router
 from app.api.snapshot import router as snapshot_router
 from app.api.data_explorer import router as data_explorer_router
+from app.api.signal import router as signal_router
 
 __all__ = [
     "auth_router",
@@ -16,4 +17,5 @@ __all__ = [
     "backtest_router",
     "snapshot_router",
     "data_explorer_router",
+    "signal_router",
 ]
diff --git a/backend/app/api/signal.py b/backend/app/api/signal.py
new file mode 100644
index 0000000..be24382
--- /dev/null
+++ b/backend/app/api/signal.py
@@ -0,0 +1,56 @@
+"""
+KJB Signal API endpoints.
+"""
+from datetime import date
+from typing import List, Optional
+
+from fastapi import APIRouter, Depends, Query
+from sqlalchemy.orm import Session
+
+from app.core.database import get_db
+from app.api.deps import CurrentUser
+from app.models.signal import Signal
+from app.schemas.signal import SignalResponse
+
+router = APIRouter(prefix="/api/signal", tags=["signal"])
+
+
+@router.get("/kjb/today", response_model=List[SignalResponse])
+async def get_today_signals(
+    current_user: CurrentUser,
+    db: Session = Depends(get_db),
+):
+    """Get today's KJB trading signals."""
+    today = date.today()
+    signals = (
+        db.query(Signal)
+        .filter(Signal.date == today)
+        .order_by(Signal.signal_type, Signal.ticker)
+        .all()
+    )
+    return signals
+
+
+@router.get("/kjb/history", response_model=List[SignalResponse])
+async def get_signal_history(
+    current_user: CurrentUser,
+    db: Session = Depends(get_db),
+    start_date: Optional[date] = Query(None),
+    end_date: Optional[date] = Query(None),
+    ticker: Optional[str] = Query(None),
+    limit: int = Query(100, ge=1, le=1000),
+):
+    """Get historical KJB signals."""
+    query = db.query(Signal)
+    if start_date:
+        query = query.filter(Signal.date >= start_date)
+    if end_date:
+        query = query.filter(Signal.date <= end_date)
+    if ticker:
+        query = query.filter(Signal.ticker == ticker)
+    signals = (
+        query.order_by(Signal.date.desc(), Signal.ticker)
+        .limit(limit)
+        .all()
+    )
+    return signals
diff --git a/backend/app/main.py b/backend/app/main.py
index a19a059..31cd38f 100644
--- a/backend/app/main.py
+++ b/backend/app/main.py
@@ -10,6 +10,7 @@ from fastapi.middleware.cors import CORSMiddleware
 from app.api import (
     auth_router, admin_router, portfolio_router, strategy_router,
     market_router, backtest_router, snapshot_router, data_explorer_router,
+    signal_router,
 )
 
 # Configure logging
@@ -112,6 +113,7 @@ app.include_router(market_router)
 app.include_router(backtest_router)
 app.include_router(snapshot_router)
 app.include_router(data_explorer_router)
+app.include_router(signal_router)
 
 
 @app.get("/health")
diff --git a/backend/app/schemas/backtest.py b/backend/app/schemas/backtest.py
index 5cc1523..9d47840 100644
--- a/backend/app/schemas/backtest.py
+++ b/backend/app/schemas/backtest.py
@@ -27,7 +27,7 @@ class BacktestStatus(str, Enum):
 
 class BacktestCreate(BaseModel):
     """Request to create a new backtest."""
-    strategy_type: str = Field(..., description="multi_factor, quality, or value_momentum")
+    strategy_type: str = Field(..., description="multi_factor, quality, value_momentum, or kjb")
     strategy_params: Dict[str, Any] = Field(default_factory=dict)
     start_date: date
     end_date: date
diff --git a/backend/app/services/backtest/worker.py b/backend/app/services/backtest/worker.py
index d8a228e..bdca866 100644
--- a/backend/app/services/backtest/worker.py
+++ b/backend/app/services/backtest/worker.py
@@ -44,8 +44,12 @@ def _run_backtest_job(backtest_id: int) -> None:
         db.commit()
         logger.info(f"Backtest {backtest_id} started")
 
-        # Run backtest
-        engine = BacktestEngine(db)
+        # Run backtest - route KJB to DailyBacktestEngine
+        if backtest.strategy_type == "kjb":
+            from app.services.backtest.daily_engine import DailyBacktestEngine
+            engine = DailyBacktestEngine(db)
+        else:
+            engine = BacktestEngine(db)
         engine.run(backtest_id)
 
         # Update status to completed
diff --git a/backend/jobs/__init__.py b/backend/jobs/__init__.py
index b8829b1..020b5f0 100644
--- a/backend/jobs/__init__.py
+++ b/backend/jobs/__init__.py
@@ -3,8 +3,10 @@ Background jobs module.
 """
 from jobs.scheduler import scheduler, start_scheduler, stop_scheduler
 from jobs.collection_job import run_daily_collection, run_backfill
+from jobs.kjb_signal_job import run_kjb_signals
 
 __all__ = [
     "scheduler", "start_scheduler", "stop_scheduler",
     "run_daily_collection", "run_backfill",
+    "run_kjb_signals",
 ]
diff --git a/backend/jobs/kjb_signal_job.py b/backend/jobs/kjb_signal_job.py
new file mode 100644
index 0000000..4d9805c
--- /dev/null
+++ b/backend/jobs/kjb_signal_job.py
@@ -0,0 +1,109 @@
+"""
+Daily KJB signal generation job.
+"""
+import logging
+from datetime import date, timedelta
+
+import pandas as pd
+
+from app.core.database import SessionLocal
+from app.models.stock import Stock, Price
+from app.models.signal import Signal, SignalType, SignalStatus
+from app.services.strategy.kjb import KJBSignalGenerator
+
+logger = logging.getLogger(__name__)
+
+
+def run_kjb_signals():
+    """
+    Generate KJB trading signals for today.
+    Called by scheduler at 18:15 KST (after price collection).
+    """
+    logger.info("Starting KJB signal generation")
+    db = SessionLocal()
+
+    try:
+        today = date.today()
+        signal_gen = KJBSignalGenerator()
+
+        stocks = (
+            db.query(Stock)
+            .filter(Stock.market_cap.isnot(None))
+            .order_by(Stock.market_cap.desc())
+            .limit(30)
+            .all()
+        )
+        tickers = [s.ticker for s in stocks]
+        name_map = {s.ticker: s.name for s in stocks}
+
+        lookback_start = today - timedelta(days=90)
+        kospi_prices = (
+            db.query(Price)
+            .filter(Price.ticker == "069500")
+            .filter(Price.date >= lookback_start, Price.date <= today)
+            .order_by(Price.date)
+            .all()
+        )
+        if not kospi_prices:
+            logger.warning("No KOSPI data available for signal generation")
+            return
+
+        kospi_df = pd.DataFrame([
+            {"date": p.date, "close": float(p.close)}
+            for p in kospi_prices
+        ]).set_index("date")
+
+        signals_created = 0
+
+        for ticker in tickers:
+            stock_prices = (
+                db.query(Price)
+                .filter(Price.ticker == ticker)
+                .filter(Price.date >= lookback_start, Price.date <= today)
+                .order_by(Price.date)
+                .all()
+            )
+
+            if len(stock_prices) < 21:
+                continue
+
+            stock_df = pd.DataFrame([{
+                "date": p.date,
+                "open": float(p.open),
+                "high": float(p.high),
+                "low": float(p.low),
+                "close": float(p.close),
+                "volume": int(p.volume),
+            } for p in stock_prices]).set_index("date")
+
+            signals = signal_gen.generate_signals(stock_df, kospi_df)
+
+            if today in signals.index and signals.loc[today, "buy"]:
+                close_price = stock_df.loc[today, "close"]
+                reason_parts = []
+                if signals.loc[today, "breakout"]:
+                    reason_parts.append("breakout")
+                if signals.loc[today, "large_candle"]:
+                    reason_parts.append("large_candle")
+
+                signal = Signal(
+                    date=today,
+                    ticker=ticker,
+                    name=name_map.get(ticker),
+                    signal_type=SignalType.BUY,
+                    entry_price=close_price,
+                    target_price=round(close_price * 1.05, 2),
+                    stop_loss_price=round(close_price * 0.97, 2),
+                    reason=", ".join(reason_parts),
+                    status=SignalStatus.ACTIVE,
+                )
+                db.add(signal)
+                signals_created += 1
+
+        db.commit()
+        logger.info(f"KJB signal generation complete: {signals_created} buy signals")
+
+    except Exception as e:
+        logger.exception(f"KJB signal generation failed: {e}")
+    finally:
+        db.close()
diff --git a/backend/jobs/scheduler.py b/backend/jobs/scheduler.py
index 2837b07..3be9f4d 100644
--- a/backend/jobs/scheduler.py
+++ b/backend/jobs/scheduler.py
@@ -11,6 +11,7 @@ KST = ZoneInfo("Asia/Seoul")
 
 from jobs.snapshot_job import create_daily_snapshots
 from jobs.collection_job import run_daily_collection, run_financial_collection
+from jobs.kjb_signal_job import run_kjb_signals
 
 logger = logging.getLogger(__name__)
 
@@ -66,6 +67,21 @@ def configure_jobs():
     )
     logger.info("Configured daily_snapshots job at 18:30 KST")
 
+    # KJB signal generation at 18:15 (after daily collection, before snapshot)
+    scheduler.add_job(
+        run_kjb_signals,
+        trigger=CronTrigger(
+            hour=18,
+            minute=15,
+            day_of_week='mon-fri',
+            timezone=KST,
+        ),
+        id='kjb_daily_signals',
+        name='Generate KJB trading signals',
+        replace_existing=True,
+    )
+    logger.info("Configured kjb_daily_signals job at 18:15 KST")
+
 
 def start_scheduler():
     """Start the scheduler."""