diff --git a/scripts/surfer/surfer_poc.py b/scripts/surfer/surfer_poc.py
index 562e51f18..95128886d 100644
--- a/scripts/surfer/surfer_poc.py
+++ b/scripts/surfer/surfer_poc.py
@@ -36,6 +36,7 @@ STATE = os.path.join(_REPO, "data/surfer/poc_state.json")
 
 CFG = dict(
     lookback=20,        # XS momentum horizon (days)
+    beta_win=60,        # rolling window for market-beta (residual momentum strips this)
     topk=30,            # universe = top-K liquid by trailing dollar-vol (breadth/liquidity optimum)
     rebal_k=7,          # rebalance every 7 calendar days (weekly)
     smooth_span=5,      # EWMA weight-smoothing span (cuts turnover + whipsaw)
@@ -82,7 +83,18 @@ def compute_weights(close, qvol, days, cfg):
         elig = np.where((dv[t] > 0) & np.isfinite(close[t]))[0]
         if len(elig):
             univ[t, elig[np.argsort(-dv[t, elig])[:cfg["topk"]]]] = True
-    sig = trailing(lc, cfg["lookback"]).copy(); sig[~univ] = np.nan
+    # residual (beta-stripped) momentum: strip each coin's beta to the equal-weight market,
+    # rank the residual trend (Phase-1: +0.72 vs +0.57 raw — cleaner base edge). No lookahead.
+    R = np.zeros((T, N)); R[1:] = lc[1:] - lc[:-1]; R = np.where(np.isfinite(R), R, 0.0)
+    mkt = np.array([R[t][univ[t]].mean() if univ[t].any() else 0.0 for t in range(T)])
+    Wb = cfg["beta_win"]; beta = np.zeros((T, N))
+    for t in range(Wb, T):
+        mw = mkt[t - Wb:t]; vb = mw.var() + 1e-12
+        beta[t] = ((R[t - Wb:t] * mw[:, None]).mean(0) - R[t - Wb:t].mean(0) * mw.mean()) / vb
+    rcum = np.cumsum(R - beta * mkt[:, None], axis=0)
+    L = cfg["lookback"]
+    sig = np.full((T, N), np.nan); sig[L:] = rcum[L:] - rcum[:-L]
+    sig[~univ] = np.nan
     wt = xs_weights(sig)                              # daily target (market-neutral, unit gross)
     wt = ewma_rows(wt, cfg["smooth_span"])           # smooth
     held = wt.copy()                                 # weekly rebalance on FIXED calendar phase (day%K==0)
@@ -259,7 +271,8 @@ def _live_panel(cfg):
     tick = _get("https://fapi.binance.com/fapi/v1/ticker/24hr")
     vol = {t["symbol"]: float(t["quoteVolume"]) for t in tick if t["symbol"] in perps and t["symbol"].isascii()}
     syms = sorted(vol, key=lambda s: -vol[s])[:max(cfg["topk"] * 2, 60)]   # wide net; signal picks top-K
-    need = max(cfg["lookback"] + cfg["vol_win"], cfg["vrp_level_win"] + cfg["vrp_rise_k"]) + 12  # cover VRP gate window
+    need = max(cfg["lookback"] + cfg["vol_win"], cfg["vrp_level_win"] + cfg["vrp_rise_k"],
+               cfg["beta_win"] + cfg["lookback"]) + 12  # cover VRP gate + residual-momentum beta window
     closes, qvols, funds, keep = {}, {}, {}, []
     for s in syms:
         k = _get(f"https://fapi.binance.com/fapi/v1/klines?symbol={s}&interval=1d&limit={need}")