The experiment treats the market as a repeated, adaptive decision environment. The model searches and ranks before the decision; portfolio construction is the action; realized return and risk are observations after the action.
Trump Score and Adjusted Score are ex-ante signals. News evidence confidence shrinks the underlying prediction before those scores are formed. Calmar, Sharpe, volatility and maximum drawdown are ex-post diagnostics and never leak back into the frozen decision.
The canonical backend risk report remains defined for DTRM Fund, ChatGPT Fund, AIEQ and the S&P 500. For display parity, MM1 cumulative return, Calmar and maximum drawdown use the shared-inception comparison path: the published DTRM path through the 2026-09-25 close, followed only by prospective MM1 observations. This continuation does not invent pre-fork MM1 history.
MM1 and DTRM now share the same eleven-player 1-4-4-2 decision geometry. What changes is the selector: human judgment over the evidence-aware ranking versus direct robust portfolio optimization.
Read the cohort amendment →