\begin{table}[htbp]\centering\small \caption{Ablations: WIS relative to Random walk (trailing RMS)} \label{tab:ablations_cmp_wis} \begin{adjustbox}{max width=\textwidth} \begin{tabular}{lcccc} \toprule Model & $H=5$ & $H=15$ & $H=30$ & $H=60$ \\ \midrule Seasonal volatility & -3.00\% (-46.4) & -3.20\% (-47.8) & -3.33\% (-37.8) & -3.54\% (-29.1) \\ EWMA-$t$ & -3.75\% (-54.5) & -3.75\% (-50.4) & -3.60\% (-34.8) & -3.40\% (-23.3) \\ MRPT-S (1m+5m) & -4.23\% (-64.8) & -4.24\% (-63.1) & -4.26\% (-47.9) & -4.45\% (-37.3) \\ MRPT-S cross-attention fusion & -4.28\% (-65.0) & -4.31\% (-63.5) & -4.32\% (-48.1) & -4.50\% (-37.1) \\ MRPT-S Gaussian head & -4.02\% (-63.6) & -4.12\% (-63.0) & -4.16\% (-48.1) & -4.36\% (-37.5) \\ MRPT-S no regime & -4.31\% (-64.5) & -4.33\% (-62.9) & -4.35\% (-48.2) & -4.52\% (-37.9) \\ MRPT-S learned regime & -4.34\% (-67.6) & -4.42\% (-66.3) & -4.47\% (-50.6) & -4.69\% (-38.8) \\ MRPT-S returns only & -4.14\% (-67.9) & -4.14\% (-66.1) & -4.14\% (-50.3) & -4.28\% (-38.8) \\ MRPT-S time only & -4.13\% (-68.0) & -4.12\% (-66.0) & -4.12\% (-50.2) & -4.26\% (-38.6) \\ MRPT-S OHLCV (no rel. volume) & -4.26\% (-65.2) & -4.26\% (-63.3) & -4.26\% (-47.9) & -4.42\% (-37.0) \\ MRPT-S shuffled minutes & -4.20\% (-64.3) & -4.22\% (-62.6) & -4.21\% (-47.2) & -4.34\% (-36.1) \\ MRPT-S + ticker id & -4.29\% (-68.3) & -4.22\% (-65.9) & -4.17\% (-50.0) & -4.25\% (-38.4) \\ MRPT-S + copula (joint sampling) & -4.28\% (-65.8) & -4.27\% (-63.8) & -4.24\% (-47.8) & -4.37\% (-36.5) \\ MRPT-S reference (4k steps) & -4.33\% (-64.7) & -4.35\% (-62.9) & -4.37\% (-47.6) & -4.56\% (-36.7) \\ MRPT-S 1m only (4k) & -4.21\% (-65.2) & -4.21\% (-63.2) & -4.23\% (-48.3) & -4.40\% (-37.6) \\ MRPT-S reference, seed 2 & -4.32\% (-68.4) & -4.38\% (-67.0) & -4.39\% (-50.1) & -4.51\% (-36.9) \\ MRPT-S reference, seed 3 & -4.35\% (-68.9) & -4.35\% (-65.8) & -4.34\% (-49.1) & -4.40\% (-35.3) \\ MRPT-S + copula, independent sampling & -4.27\% (-65.6) & -4.28\% (-64.0) & -4.27\% (-48.3) & -4.45\% (-37.3) \\ \bottomrule \end{tabular} \end{adjustbox} \begin{minipage}{0.95\textwidth}\scriptsize Relative change in mean WIS versus the reference (negative = better); Diebold--Mariano $t$-statistic with HAC variance in parentheses.\end{minipage} \end{table}