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Bringing a high-dimensional dataset into science-ready shape is a formidable challenge that often necessitates data compression. Compression has accordingly become a key consideration for contemporary cosmology, affecting public data releases, and reanalyses searching for new physics. However, data compression optimized for a particular model can suppress signs of new physics, or even remove them altogether. We therefore provide a solution for exploring new physics \emph{during} data compression. In particular, we store additional agnostic compressed data points, selected to enable precise constraints of non-standard physics at a later date. Our procedure is based on the maximal compression of the MOPED algorithm, which optimally filters the data with respect to a baseline model. We select additional filters, based on a generalised principal component analysis, which are carefully constructed to scout for new physics at high precision and speed. We refer to the augmented set of filters as MOPED-PC. They enable an analytic computation of Bayesian evidences that may indicate the presence of new physics, and fast analytic estimates of best-fitting parameters when adopting a specific non-standard theory, without further expensive MCMC analysis. As there may be large numbers of non-standard theories, the speed of the method becomes essential. Should no new physics be found, then our approach preserves the precision of the standard parameters. As a result, we achieve very rapid and maximally precise constraints of standard and non-standard physics, with a technique that scales well to large dimensional datasets.