\begin{table}[htbp]\centering\small
\caption{Pilot: mean log score of the cumulative-return forecast by horizon (minutes)}
\label{tab:pilot_logscore}
\begin{tabular}{lcccc}
\toprule
Model & $H=5$ & $H=15$ & $H=30$ & $H=60$ \\
\midrule
Random walk (trailing RMS) & nan & nan & nan & nan \\
Seasonal volatility & nan & nan & nan & nan \\
EWMA-$t$ & -5.2979 {\scriptsize[-5.3501, -5.2489]} & -4.7338 {\scriptsize[-4.7970, -4.6663]} & -4.3653 {\scriptsize[-4.4434, -4.2821]} & -4.0215 {\scriptsize[-4.1344, -3.8696]} \\
HAR-RV & -5.2318 {\scriptsize[-5.2750, -5.1939]} & -4.7437 {\scriptsize[-4.8070, -4.6722]} & -4.3804 {\scriptsize[-4.4598, -4.2939]} & -4.0439 {\scriptsize[-4.1592, -3.8939]} \\
GARCH(1,1)-$t$ & -5.2893 {\scriptsize[-5.3330, -5.2481]} & -4.7274 {\scriptsize[-4.7788, -4.6722]} & -4.3585 {\scriptsize[-4.4205, -4.2937]} & -4.0114 {\scriptsize[-4.0946, -3.8983]} \\
Ridge & -5.2731 {\scriptsize[-5.3350, -5.2135]} & -4.7400 {\scriptsize[-4.8076, -4.6674]} & -4.3819 {\scriptsize[-4.4641, -4.2950]} & -4.0459 {\scriptsize[-4.1620, -3.8925]} \\
Elastic net & -5.2733 {\scriptsize[-5.3355, -5.2137]} & -4.7402 {\scriptsize[-4.8078, -4.6676]} & -4.3817 {\scriptsize[-4.4639, -4.2949]} & -4.0457 {\scriptsize[-4.1620, -3.8920]} \\
LightGBM & -5.1540 {\scriptsize[-5.2276, -5.0829]} & -4.6712 {\scriptsize[-4.7450, -4.5915]} & -4.3235 {\scriptsize[-4.4092, -4.2250]} & -3.9773 {\scriptsize[-4.1001, -3.8019]} \\
MLP (1m) & nan & nan & nan & nan \\
TCN (1m) & nan & nan & nan & nan \\
MRPT-S (1m+5m+30m) & nan & nan & nan & nan \\
MRPT-S (1m only) & nan & nan & nan & nan \\
\bottomrule
\end{tabular}
\begin{minipage}{0.95\textwidth}\scriptsize Cluster-bootstrap (trading-day) 95\% intervals in brackets.\end{minipage}
\end{table}