feat: 组合Tab展示v_mr精选版(v_mr_sel)真实数据, 删除被证伪的最超跌文案

- 后端: members优先读v_mr_sel(144笔/15.51%/90.3%), 无则回退v_mr基线
- 前端: 实盘链路文字改为精选规则描述(正面4因子+剔除4负面), 删最超跌
- 前端: v_mr卡片加精选版徽章标识
- 数据: v_mr_sel已存strategy_research(六步方法论推导结果)

evolution/evolution_api.py

@@ -108,13 +108,22 @@ def get_combo_dashboard():
         combos.append(d)
 
     # 3. 组合成员策略的独立指标
+    # v_mr 优先取精选版 v_mr_sel（六步方法论调优，2026-08-02），无则回退基线 v_mr
     members = {}
     for v in ["v_next4", "v_mr"]:
-        r = conn.execute(
-            "SELECT results_json FROM strategy_research"
-            " WHERE version=? AND period_tag='10y' ORDER BY id DESC LIMIT 1",
-            (v,),
-        ).fetchone()
+        sel_v = "v_mr_sel" if v == "v_mr" else None
+        candidates = [sel_v, v] if sel_v else [v]
+        r = None
+        used_sel = False
+        for cv in candidates:
+            r = conn.execute(
+                "SELECT results_json FROM strategy_research"
+                " WHERE version=? AND period_tag='10y' ORDER BY id DESC LIMIT 1",
+                (cv,),
+            ).fetchone()
+            if r:
+                used_sel = (cv == sel_v)
+                break
         if r:
             res = json.loads(r[0])
             s = res.get("summary", {})
@@ -122,6 +131,8 @@ def get_combo_dashboard():
             p5 = s.get("portfolio", {})
             members[v] = {
                 "role": "趋势市主战" if v == "v_next4" else "震荡/下跌市接管",
+                "version": "v_mr_sel" if used_sel else "v_mr",
+                "is_sel": used_sel,
                 "trades": s.get("total_trades"),
                 "win_rate": s.get("win_rate"),
                 "avg_profit_pct": s.get("avg_profit_pct"),