“It’s a journey—we did it together,” Trump said from his platform in the middle of a well-appointed middle-school gymnasium’s basketball court, surrounded by people on bleachers, in chairs, and standing. “And it’s been an amazing experience for me. I had no idea—nobody thought it was going to turn out this way for me!” It was too late to worry about polls, Trump said, but he had a suspicion he might do even better than the polls.

If even Trump cannot believe this is happening, he is not alone. A beat reporter who went to Harvard told me he’s lately been thinking about the poststructuralist philosopher Jean Baudrillard’s theory of hyperreality. (According to Baudrillard, when we think we fully understand reality, we have merely created a falsehood—a simulacrum.) Wishful pundits continue to concoct scenarios in which the Trump bubble suddenly pops, or never existed in the first place, or is outhustled by a rival candidate’s superior organization. This phenomenon can’t possibly be real—it will vanish at the moment we try to measure it.

Trump seemed pensive and subdued—was he trying to seem more presidential? Or has he just increased our tolerance for outrage by constantly increasing the dosage? “They say, ‘You can’t build a wall,’ he said. “Really? Two thousand years ago, China built a wall!”

What no one wants to believe is that this is the truth: that on Monday night, the thousands of people who have flocked to Trump in person and in polls will really, truly leave their houses and cast their ballots, and he will win. “Oh yes, I’ll be there,” Terry Hill, a 66-year-old retired maintenance supervisor at the local Archer Daniels Midland agricultural processing plant, told me. He had never been to a caucus before—had never even registered Republican before, which is required to participate in the caucuses—but Trump compelled him to commit this year. “He’s not a politician, and he’s not politically correct,” Hill said.

I met many, many people like Hill at Trump’s events in Eastern Iowa on Saturday. But there were also reasons to be skeptical: The crowds at the hangar, the middle school, and the theater were all below capacity. (A sheriff’s deputy in Clinton told me the event drew 1,200 to a facility that could hold 2,000.) In Davenport, many attendees were curiosity-seeking Democrats or Illinoisians who’d come over the river to see a candidate they considered more ridiculous than appealing.

There was reason to doubt the magnitude of Trump’s support, but not its existence. Again and again, I met Trump supporters who’d never been involved in politics but were now totally committed to the cause. “We’ve never caucused before, but the four of us will go this year,” Dennis Woods, a blond-bearded construction worker in a bright green Pabst Blue Ribbon sweatshirt, told me, indicating his friend Larry Otwell, a chemical-plant inspector, and their wives. “This is the first year I’ve realized we need a change,” Woods added. “I always thought my vote didn’t count, but I heard Trump talk and he woke me up.”