\begin{table}[htbp]\centering\small
\caption{Main: mean QLIKE of the cumulative-return forecast by horizon (minutes)}
\label{tab:main_qlike}
\begin{adjustbox}{max width=\textwidth}
\begin{tabular}{lcccc}
\toprule
Model & $H=5$ & $H=15$ & $H=30$ & $H=60$ \\
\midrule
Random walk (trailing RMS) & -12.3011 {\scriptsize[-12.3357, -12.2647]} & -11.2438 {\scriptsize[-11.2774, -11.2053]} & -10.5819 {\scriptsize[-10.6160, -10.5427]} & -9.9314 {\scriptsize[-9.9665, -9.8897]} \\
Seasonal volatility & -12.3858 {\scriptsize[-12.4188, -12.3489]} & -11.3268 {\scriptsize[-11.3639, -11.2834]} & -10.6551 {\scriptsize[-10.6952, -10.6061]} & -9.9916 {\scriptsize[-10.0361, -9.9323]} \\
EWMA-$t$ & -12.4291 {\scriptsize[-12.4603, -12.3927]} & -11.3537 {\scriptsize[-11.3907, -11.3114]} & -10.6715 {\scriptsize[-10.7094, -10.6265]} & -9.9930 {\scriptsize[-10.0339, -9.9413]} \\
HAR-RV & -12.2819 {\scriptsize[-12.3137, -12.2475]} & -11.3605 {\scriptsize[-11.4055, -11.3071]} & -10.6947 {\scriptsize[-10.7386, -10.6459]} & -10.0465 {\scriptsize[-10.0884, -9.9945]} \\
GARCH(1,1)-$t$ & -12.3390 {\scriptsize[-12.3766, -12.2971]} & -11.2731 {\scriptsize[-11.3120, -11.2289]} & -10.5920 {\scriptsize[-10.6309, -10.5470]} & -9.9059 {\scriptsize[-9.9462, -9.8580]} \\
Ridge & -12.2468 {\scriptsize[-12.2897, -12.2033]} & -11.3655 {\scriptsize[-11.4057, -11.3170]} & -10.7071 {\scriptsize[-10.7479, -10.6570]} & -10.0542 {\scriptsize[-10.0979, -9.9984]} \\
Elastic net & -12.2460 {\scriptsize[-12.2890, -12.2026]} & -11.3651 {\scriptsize[-11.4051, -11.3165]} & -10.7066 {\scriptsize[-10.7475, -10.6563]} & -10.0537 {\scriptsize[-10.0974, -9.9978]} \\
LightGBM & 5.8416 {\scriptsize[-1.1419, 14.3811]} & -11.1290 {\scriptsize[-11.3556, -10.8016]} & -10.7147 {\scriptsize[-10.7553, -10.6689]} & -10.0661 {\scriptsize[-10.1063, -10.0165]} \\
MLP (1m) & -12.4593 {\scriptsize[-12.4939, -12.4208]} & -11.3889 {\scriptsize[-11.4249, -11.3434]} & -10.7168 {\scriptsize[-10.7542, -10.6698]} & -10.0558 {\scriptsize[-10.0975, -10.0073]} \\
TCN (1m) & -12.4704 {\scriptsize[-12.5018, -12.4332]} & -11.3940 {\scriptsize[-11.4310, -11.3510]} & -10.7198 {\scriptsize[-10.7598, -10.6741]} & -10.0619 {\scriptsize[-10.1020, -10.0151]} \\
MRPT-S (1m+5m+30m) & -12.4763 {\scriptsize[-12.5080, -12.4395]} & -11.4077 {\scriptsize[-11.4437, -11.3669]} & -10.7366 {\scriptsize[-10.7742, -10.6941]} & -10.0795 {\scriptsize[-10.1178, -10.0350]} \\
MRPT-S (1m only) & -12.4730 {\scriptsize[-12.5048, -12.4358]} & -11.4028 {\scriptsize[-11.4405, -11.3594]} & -10.7305 {\scriptsize[-10.7695, -10.6850]} & -10.0715 {\scriptsize[-10.1112, -10.0212]} \\
MRPT-B (1m+5m+30m) & -12.4727 {\scriptsize[-12.5044, -12.4354]} & -11.4041 {\scriptsize[-11.4413, -11.3610]} & -10.7327 {\scriptsize[-10.7716, -10.6880]} & -10.0748 {\scriptsize[-10.1147, -10.0255]} \\
\bottomrule
\end{tabular}
\end{adjustbox}
\begin{minipage}{0.95\textwidth}\scriptsize Cluster-bootstrap (trading-day) 95\% intervals in brackets.\end{minipage}
\end{table}