1\begin{table}[htbp]\centering\small2\caption{Ablations: mean WIS of the cumulative-return forecast by horizon (minutes)}3\label{tab:ablations_wis}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) & 0.0007 {\scriptsize[0.0007, 0.0008]} & 0.0013 {\scriptsize[0.0012, 0.0013]} & 0.0017 {\scriptsize[0.0017, 0.0018]} & 0.0024 {\scriptsize[0.0023, 0.0024]} \\10Seasonal volatility & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0024]} \\11EWMA-$t$ & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0024]} \\12MRPT-S (1m+5m) & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0023]} \\13MRPT-S cross-attention fusion & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0023]} \\14MRPT-S Gaussian head & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0023]} \\15MRPT-S no regime & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0023]} \\16MRPT-S learned regime & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0023]} \\17MRPT-S returns only & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0023]} \\18MRPT-S time only & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0023]} \\19MRPT-S OHLCV (no rel. volume) & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0023]} \\20MRPT-S shuffled minutes & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0023]} \\21MRPT-S + ticker id & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0023]} \\22MRPT-S + copula (joint sampling) & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0023]} \\23MRPT-S reference (4k steps) & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0023]} \\24MRPT-S 1m only (4k) & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0023]} \\25MRPT-S reference, seed 2 & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0023]} \\26MRPT-S reference, seed 3 & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0023]} \\27MRPT-S + copula, independent sampling & 0.0007 {\scriptsize[0.0007, 0.0007]} & 0.0012 {\scriptsize[0.0012, 0.0012]} & 0.0017 {\scriptsize[0.0016, 0.0017]} & 0.0023 {\scriptsize[0.0022, 0.0023]} \\28\bottomrule29\end{tabular}30\end{adjustbox}31\begin{minipage}{0.95\textwidth}\scriptsize Cluster-bootstrap (trading-day) 95\% intervals in brackets.\end{minipage}32\end{table}