1\begin{table}[htbp]\centering\small2\caption{Pilot: mean log score of the cumulative-return forecast by horizon (minutes)}3\label{tab:pilot_logscore}4\begin{adjustbox}{max width=\textwidth}5\begin{tabular}{lcccc}6\toprule7Model & $H=5$ & $H=15$ & $H=30$ & $H=60$ \\8\midrule9Random walk (trailing RMS) & nan & nan & nan & nan \\10Seasonal volatility & nan & nan & nan & nan \\11EWMA-$t$ & -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]} \\12HAR-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]} \\13GARCH(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]} \\14Ridge & -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]} \\15Elastic 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]} \\16LightGBM & -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]} \\17MLP (1m) & nan & nan & nan & nan \\18TCN (1m) & nan & nan & nan & nan \\19MRPT-S (1m+5m+30m) & nan & nan & nan & nan \\20MRPT-S (1m only) & nan & nan & nan & nan \\21\bottomrule22\end{tabular}23\end{adjustbox}24\begin{minipage}{0.95\textwidth}\scriptsize Cluster-bootstrap (trading-day) 95\% intervals in brackets.\end{minipage}25\end{table}