Agreed with the Cage game, that will probably be saved for PGS and I'm about 50/50 with MM game being either at PGS or E3.
GoW4 will follow UC4, small teaser at E3 and then big game-play reveal and PSX.
To me Horizon just screams E3 reveal:
-Been in development for around four years now
-Done by the Killzone 2 team (they been quiet for long enough)
-Fallout New Vegas writter
-Shinobi been hinting at a Fall 2016 date
-And most importantly a huge open world game with robot dinosaurs
Level 5 has said they will reveal a PS4 game at E3.
And with Bend 75% sure, since they haven't released anything since UC:GA in 2012. So they might be ready for a reveal.
I thought Shinobi was saying early 2016 for Horizon?