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SGX is theoretically strong, but the implementation matters. If the motivation and budget is there, SGX enabled chips could be decapped and reverse engineered. It would be an immense challenge though, so I doubt the budget would be there for cheating. Implementation errors are a more realistic target.

But, assuming you can't cheat on the system itself, you can probably cheat with the video/audio signal and generating USB inputs. It's harder than reading ram, but it's not feasible to stop it. At that point, you have to depend on behavioral targeting and what not (which they're already doing)