How rationalists can win
The belief that "rationalists should win" is widely held in the rationalist community. So: does being a good rationalist actually help you win? Certainly in some domains, like engineering and science, which focus on quantification, systematization, and prediction. There, having a hyper-rational mindset is clearly an advantage. As for winning at life, which I will take that to mean leading to greater success in survival, evolution, and human flourishing, I don't think rationality helps very much.
The rationalist doctrine always favors quantification and optimization over intuition. From a rationalist perspective, humans are buggy "computers made of meat". We are full of cognitive biases that cloud our judgement, and cause us to do reliably poorly on simple tasks related to probability. So even if you don't really know what probability to assign, it's better to "put a number on it" and then "shut up and multiply".
The problem with the above approach lies with the words "systematic" and "predictable". Herb Simon's idea of Bounded Rationality, suggests that our human ability to be rational, to systematize and predict is inherently limited. These limitations may come from our limited brains, but may also be fundamental in nature. Chaos theory makes it really difficult for even the most advanced computers to predict even simple systems, such as the position of the double pendulum after a small amount of time.
The world is far more complicated than one pendulum attached to another. Insisting on making every decision in life based on a series of sound logical steps, one quickly becomes paralyzed by the complexity of myriad tiny choices. Gerd Gigerenzer's ecological rationality suggests that many things that appear illogical are actually done for good reasons, ultimately leading to good outcomes. This idea is directly at odds with the rational propensity for first knowing what is true (epistemic rationality), and then making decisions in a series of logical steps.
Instead of being dogmatic about rationality, we should be better consequentialists. Consider outcomes. Are rationalists more satisfied with their lives than non-rationalists? Are they more productive? Do they have fewer regrets later in life? Do they have better relationships? Make more money? Have happier children? Impact their domains of knowledge more effectively?
It is hard to answer the above questions definitively, but suppose we had solid data, and it was clear that, Buddhists were more relaxed, Protestants more productive, Amish happier, and Singularitarians more innovative than other groups. Imagine we had a sense of expected consequences of being an adherent to each type of lifestyle. Imagine further that you could take a personality test and see how likely you would be to benefit from each. Then the rational thing to do would be to choose one of the irrational doctrines to follow based on expected outcomes if you were an adherent.
Of course, you want to remain open to changing your mind, so allow yourself to indulge fully your chosen beliefs for a while. At the top of every year, wake up as late as your doctrine allows and nurse your hangover, unless your beliefs prevented you from drinking the night before. If your beliefs favors ice baths, partake in the polar bear plunge. Then take a moment to re-evaluate your beliefs.