diff --git a/services/api/app.py b/services/api/app.py
index 3148134..d208f8b 100644
--- a/services/api/app.py
+++ b/services/api/app.py
@@ -1179,7 +1179,12 @@ async def get_order(order_id: str):
 async def list_positions(
     ticker: Optional[str] = None,
 ):
-    """List current positions."""
+    """List current positions with Polygon market prices overlaid.
+
+    The current_price from the broker (Alpaca paper) can be stale or
+    inaccurate.  We overlay the latest close from market_snapshots
+    (Polygon daily bars) and recompute unrealized P&L from that.
+    """
     if ticker:
         rows = await pool.fetch(
             """SELECT p.id, p.broker_account_id, p.ticker, p.quantity,
@@ -1195,7 +1200,31 @@ async def list_positions(
                       p.unrealized_pnl, p.realized_pnl, p.updated_at
                FROM positions p ORDER BY p.ticker""",
         )
-    return [_row_to_dict(r) for r in rows]
+
+    # Build a price map from the latest Polygon bars
+    tickers = list({r["ticker"] for r in rows})
+    price_map: dict[str, float] = {}
+    if tickers:
+        price_rows = await pool.fetch(
+            """SELECT DISTINCT ON (ticker) ticker, (data->>'c')::float AS close
+               FROM market_snapshots
+               WHERE ticker = ANY($1) AND snapshot_type = 'bar'
+               ORDER BY ticker, captured_at DESC""",
+            tickers,
+        )
+        price_map = {r["ticker"]: r["close"] for r in price_rows if r["close"]}
+
+    results = []
+    for r in rows:
+        d = _row_to_dict(r)
+        polygon_price = price_map.get(d["ticker"])
+        if polygon_price:
+            d["current_price"] = polygon_price
+            qty = d.get("quantity", 0) or 0
+            entry = d.get("avg_entry_price", 0) or 0
+            d["unrealized_pnl"] = round(qty * (polygon_price - entry), 2)
+        results.append(d)
+    return results
 
 
 # ---------------------------------------------------------------------------