And this is why I am not so impressed by Eliezer's claim that an x-rationality instructor should be successful in their non-rationality life. Yes, there probably are some x-rationalists who will also be successful people. But again, correlation 0.1. Stop saying only practically successful people could be good x-rationality teachers! Stop saying we need to start having huge real-life victories or our art is useless! Stop calling x-rationality the Art of Winning! Stop saying I must be engaged in some sort of weird signalling effort for saying I'm here because I like mental clarity instead of because I want to be the next Bill Gates! It trivializes the very virtues that brought most of us to Overcoming Bias, and replaces them with what sounds a lot like a pitch for some weird self-help cult...
I think the truth is non-symmetrical: rationalism is the art of not failing, of not being stupid. I agree with you that "rationalists should win big" is not true in the sense Eliezer claims. However, rationalists should be generally above average by virtue of never failing big, never losing too much, e.g. not buying every vitamin at the health food store, not in cults, not bemoaning ancient relationships, etc.
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Imagine a world where the only way to become really rich is to win the lottery (and everybody is either risk averse or at least risk neutral). With an expected return of less than $1 per $1 spent on tickets, rational people don't buy lottery tickets. Only irrational people do that. As a result, all the really rich people in this world must be irrational.
In other words, it is possible to have situations where being rational increases your expected performance, but at the same time reduces your changes of being a super achiever. Thus, the claim that "rationalists should win" is not necessarily true, even in theory, if "winning" is taken to mean being among the top performers. A more accurate statement would be, "In a world with both rational and irrational agents, the rational agents should perform better on average than the population average."
It can be rational to accept the responsibility of high risk/high reward behavior, on specific occasions and under specific circumstances. The trick is recognizing those occasions and circumstances and also recognizing when your mind is fooling you into believing "THIS TIME IS DIFFERENT".
A rational agent is Warren Buffet. An irrational agent is Ralph Cramden. Both accept high risk/high reward situations. One is rational about that responsibility. The other is not.
Also, in a world of both rational and irrational agents, in a world where the rational agent must depend upon the irrational, it is sometimes rational to think irrationally!