gwern comments on Feed the spinoff heuristic! - Less Wrong
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This reminds me of the story of the poker player who concluded it was unlucky to track his winnings and losses because whenever he did it, he lost way more than he expected to.
http://lesswrong.com/lw/20y/rationality_quotes_april_2010/1ugy
Thanks for the link! (I think I saw it first in Rational Decisions, since I hadn't upvoted that quote before.)