1\begin{table}[htbp]\centering\small2\caption{Ablations: QLIKE relative to Random walk (trailing RMS)}3\label{tab:ablations_cmp_qlike}4\begin{adjustbox}{max width=\textwidth}5\begin{tabular}{lcccc}6\toprule7Model & $H=5$ & $H=15$ & $H=30$ & $H=60$ \\8\midrule9Seasonal volatility & -8472593190631.71\% (-26.5) & -8305269577503.39\% (-23.8) & -7325382995932.99\% (-14.1) & -6019653909459.67\% (-7.4) \\10EWMA-$t$ & -12797135612615.71\% (-41.9) & -10996225269347.05\% (-30.9) & -8956891977333.71\% (-18.6) & -6156613654049.44\% (-9.7) \\11MRPT-S (1m+5m) & -16784744013233.53\% (-59.9) & -15622125901051.64\% (-46.0) & -14624940309040.50\% (-34.1) & -13851597366601.78\% (-26.2) \\12MRPT-S cross-attention fusion & -16477620786066.72\% (-56.7) & -15395434686456.88\% (-42.1) & -14397167048267.78\% (-31.5) & -13604618987866.28\% (-24.5) \\13MRPT-S Gaussian head & -16196571515857.32\% (-53.9) & -15116387692219.17\% (-43.7) & -14177268697320.96\% (-33.0) & -13467432205260.08\% (-26.2) \\14MRPT-S no regime & -16629184340488.87\% (-56.0) & -15488419278646.12\% (-40.1) & -14484665919159.43\% (-30.4) & -13734597152600.11\% (-24.6) \\15MRPT-S learned regime & -15982022088717.06\% (-54.4) & -14939742152795.70\% (-35.5) & -13982332706927.23\% (-26.5) & -13221064495583.95\% (-20.5) \\16MRPT-S returns only & -15515037879753.99\% (-54.3) & -14390965004586.04\% (-43.5) & -13413503383533.83\% (-32.7) & -12530275872494.17\% (-25.1) \\17MRPT-S time only & -15468805633803.32\% (-55.0) & -14353894638305.93\% (-43.5) & -13381301995988.36\% (-32.6) & -12502617002976.35\% (-24.8) \\18MRPT-S OHLCV (no rel. volume) & -16770234070599.82\% (-59.8) & -15523510736175.88\% (-42.6) & -14480669945622.36\% (-31.7) & -13679772431460.47\% (-25.4) \\19MRPT-S shuffled minutes & -16219489645759.21\% (-54.7) & -15162605435693.42\% (-41.3) & -14211178831079.84\% (-31.4) & -13447203006371.54\% (-25.0) \\20MRPT-S + ticker id & -16849595421583.20\% (-60.8) & -15626699642085.73\% (-44.8) & -14612058375530.91\% (-34.3) & -13771726203549.97\% (-28.1) \\21MRPT-S + copula (joint sampling) & -16948981438808.30\% (-59.2) & -15712124967684.59\% (-43.8) & -14675119287554.53\% (-33.0) & -13887273577946.58\% (-26.8) \\22MRPT-S reference (4k steps) & -16657958587227.36\% (-55.5) & -15462895213783.44\% (-39.4) & -14430786147004.57\% (-29.8) & -13706732055369.20\% (-24.3) \\23MRPT-S 1m only (4k) & -16682128295657.17\% (-59.4) & -15504495830411.61\% (-45.7) & -14458082208296.45\% (-33.6) & -13629863580734.50\% (-26.1) \\24MRPT-S reference, seed 2 & -16497879899613.40\% (-57.8) & -15476396745890.30\% (-42.5) & -14526322790109.15\% (-32.3) & -13798126855747.98\% (-25.9) \\25MRPT-S reference, seed 3 & -16655899365263.51\% (-58.9) & -15561892972445.38\% (-39.5) & -14569260518274.63\% (-29.8) & -13809809983706.30\% (-24.0) \\26MRPT-S + copula, independent sampling & -16951548536150.86\% (-59.2) & -15690158350405.80\% (-43.2) & -14667427641248.20\% (-33.0) & -13884192245774.20\% (-26.8) \\27\bottomrule28\end{tabular}29\end{adjustbox}30\begin{minipage}{0.95\textwidth}\scriptsize Relative change in mean QLIKE versus the reference (negative = better); Diebold--Mariano $t$-statistic with HAC variance in parentheses.\end{minipage}31\end{table}