What parade is it?
Well one that you never bloody see but you should is Hercules on Pegasus. Horses with wings always win in my books.
I don't know your gender nor the colour of your horse though!
That or you could be super awesome and be a na'vi from avatar on those strange horse things. That would earn you some serious respect! Take alot of guts though.
You could go simple and 'draw' the muscles of your horse on and you be something related and strut down, it does look interesting:
http://www.equinemassage.com.au/deep% 20m ...
