diff --git a/src/trading/journal.py b/src/trading/journal.py
index 04a52aa..1f74d71 100644
--- a/src/trading/journal.py
+++ b/src/trading/journal.py
@@ -300,8 +300,15 @@ def get_position_summary(ticker: str) -> dict:
         query = f"""
             SELECT 
                 position_id,
-                sum(shares) as total_shares,
-                sum(shares * entry_price) / sum(shares) as avg_entry_price,
+                sum(CASE WHEN direction = 'buy' THEN shares 
+                        WHEN direction = 'sell' THEN -shares 
+                        ELSE 0 END) as total_shares,
+                sum(CASE WHEN direction = 'buy' THEN shares * entry_price 
+                        WHEN direction = 'sell' THEN -shares * entry_price 
+                        ELSE 0 END) / 
+                    abs(sum(CASE WHEN direction = 'buy' THEN shares 
+                            WHEN direction = 'sell' THEN -shares 
+                            ELSE 0 END)) as avg_entry_price,
                 min(entry_date) as first_entry,
                 max(entry_date) as last_entry,
                 count() as num_orders,
@@ -312,6 +319,7 @@ def get_position_summary(ticker: str) -> dict:
             WHERE ticker = '{ticker}' 
             AND exit_price IS NULL 
             GROUP BY position_id
+            HAVING total_shares > 0
             ORDER BY first_entry DESC
         """
         result = client.query(query).result_rows
@@ -447,8 +455,15 @@ def get_open_trades_summary() -> dict:
         query = """
             SELECT 
                 ticker,
-                sum(shares) as total_shares,
-                sum(shares * entry_price) / sum(shares) as avg_entry_price,
+                sum(CASE WHEN direction = 'buy' THEN shares 
+                        WHEN direction = 'sell' THEN -shares 
+                        ELSE 0 END) as total_shares,
+                sum(CASE WHEN direction = 'buy' THEN shares * entry_price 
+                        WHEN direction = 'sell' THEN -shares * entry_price 
+                        ELSE 0 END) / 
+                    abs(sum(CASE WHEN direction = 'buy' THEN shares 
+                            WHEN direction = 'sell' THEN -shares 
+                            ELSE 0 END)) as avg_entry_price,
                 min(entry_date) as first_entry,
                 max(entry_date) as last_entry,
                 count() as num_orders,
@@ -456,6 +471,7 @@ def get_open_trades_summary() -> dict:
             FROM stock_db.trades 
             WHERE exit_price IS NULL 
             GROUP BY ticker
+            HAVING total_shares > 0
             ORDER BY ticker ASC
         """
         result = client.query(query).result_rows