Kenny comments on The Costs of Rationality - Less Wrong
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There are no supporters of "rationalists always win" – the slogan is "rationalists should win". Long-term / on-average, it's rational to expect a high correlation between rationality and success.
[1] – I'd bet that the rationalist strategy fares well against other heuristics; let's devise a good test. There may always be an effective upper-bound to the returns to increasing rationality in any community, but reality is dangerous – I'd expect rationalists to fair better.
[2] – Winning or losing one 'round' isn't sufficient grounds to declare a strategy, or particular decisions, as being non-rational. Buying lottery tickets isn't rational because some people win. And sometimes, winning isn't possible.
[3] – I like "rationalists always seek the truth" but would add "... but they don't seek all truths."