fix(surfer): cwd-independent PoC + fixed-phase weekly rebalance (cron-ready)

- Rebalance keyed on FIXED calendar phase (epoch-day%7==0 -> Thursdays) instead of
  drifting days[0]%K, so backtest and live agree on rebalance timing.
- STATE path absolute (relative to script) -> paper mode runs from any cwd (cron-safe).
- Backtest unchanged (net +0.40@$20M, CPCV-med +0.47).
Installed system crontab (daily 12:07): marks paper PnL daily, rebalances Thursdays,
logs to data/surfer/paper_runs.log. Forward-test seeded inception 2026-06-06.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>

scripts/surfer/surfer_poc.py

@@ -31,7 +31,8 @@ import torch  # noqa: E402
 
 DEV = "cuda" if torch.cuda.is_available() else "cpu"
 DAY_MS = 86_400_000
-STATE = "data/surfer/poc_state.json"
+_REPO = os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))  # cwd-independent (cron-safe)
+STATE = os.path.join(_REPO, "data/surfer/poc_state.json")
 
 CFG = dict(
     lookback=20,        # XS momentum horizon (days)
@@ -81,11 +82,11 @@ def compute_weights(close, qvol, days, cfg):
     sig = trailing(lc, cfg["lookback"]).copy(); 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 calendar day % K
-    K = cfg["rebal_k"]
+    held = wt.copy()                                 # weekly rebalance on FIXED calendar phase (day%K==0)
+    K = cfg["rebal_k"]                               # epoch day0=Thu → rebalances every Thursday, live-consistent
     last = 0
     for t in range(T):
-        if days[t] % K == days[0] % K:
+        if days[t] % K == 0:
             last = t
         held[t] = wt[last]
     return held, univ
@@ -234,7 +235,7 @@ def paper(cfg):
         st["equity"] *= (1.0 + ret)
         st["log"].append({"day": today, "mark_ret": round(ret, 6), "equity": round(st["equity"], 5)})
     # 2) REBALANCE on the weekly boundary
-    rebal = (st["last_mark_day"] is None) or (today % cfg["rebal_k"] == days[0] % cfg["rebal_k"])
+    rebal = (st["last_mark_day"] is None) or (today % cfg["rebal_k"] == 0)   # fixed weekly phase (Thursdays)
     trades = []
     if rebal:
         cur = st["positions"]