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Ultrafast pump-probe spectroscopy experiments often measure weak nonlinear interactions, which produce very low signal levels. Averaging is usually required to increase the SNR to obtain the system response from the stochastic noise background. It has been recognized that averaging rapidly acquired pump-probe scans yields performance that is often superior to long averaging at each delay point, particularly in the presence of flicker (1/f) noise. We have demonstrated a particularly simple method for high-speed pump-probe delay scanning that maintains interferometric stability between the two pulses. This technique nicknamed lighthouse scanning uses a spinning birefringent crystal to rapidly vary the time separation between a pump and probe pulse pair. This scanning technique will be valuable for most pump-probe spectroscopy techniques. We demonstrate the technique in a six-wave mixing process of coherence-modulated third-harmonic generation (CM-THG). CM-THG is a recently demonstrated method for separating bulk and interface contributions to vibrational coherences, but the high nonlinearity of the experiment leads to low signal levels. Rapid scan averaging with the lighthouse scanner improves signal to noise by at least an order of magnitude, greatly expanding the number of systems that can be studied with this technique.