You seem to be indicating that rationality may not be the best way for an individual to achieve her goals. From the wiki:

The rational algorithm is to do what works, to get the actual answer—in short, to > win, whatever the method, whatever the means.

If you aren't achieving your goals in the best possible way you aren't practicing the rational way. If you are losing it should not be for your using rationality, but due to you poorly approximating an ideal rational agent.