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I think you could usefully approach this question as if you were a video game designer trying to make a fun and engaging game. You want the player (in this case, your kids) to win often enough (and not too often) to keep them engaged and interested. Mihaly Csikszentmihalyi's concept of Flow is usually cited here.

As Jeremy Miller's nice answer (+1!) noted, teaching strategy is a better way to help the kids win. In general, setting a high bar and then teaching the kids what they need in order to reach that high bar is a good strategy, where feasible. As an addition to Jeremy's answer, explaining your own moves and maybe showing some of your hidden information (e.g. cards in your hand) as needed for the explanation can also be helpful, so they can see good strategy, understand why those are good decisions, see how they work out, and if they work out well they might adopt the strategy themselves in future games. Especially young kids may see your level of knowledge as a ceiling or upper bound, so if you're using bad strategy they may either pick up on the losing strategies or (esp. if they're old enough to reliably connect the outcome with the strategy, and think you are trying your best to win) conclude that strategy does not lead to winning. Do your best is a valuable lesson to model, especially when the kid is engaged in the activity (game).

Folks often give up on a goal if they think it'll be impossible for them to reach, or if it seems sufficiently unlikely without a corresponding potentially large reward. Therefore, if you bias the (kid's) win percentage to be lower (as strategy develops), pair wins with a good degree of praise and make the experience rewarding. Focus that praise on you won rather than I lost (note the difference in agency and more positive focus associated with the kid's doing something good), unless the kid is being a sore winner and causing opponents to feel excessively bad about losing.

Then you're teaching a lesson (that might not be obvious for a while) about a good way to behave when your opponent has just beaten you in some accomplishment. A more important lesson from this might apply to how hard work, good strategy, doing the right thing, etc. doesn't produce a reward every time, and even when it does it's often not an immediate reward, but if you keep at it, it can eventually produce a very rewarding experience. Then, later in life, your kid might be less likely to give up in the face of difficult challenges when they don't seem to be winning. (Warning: they may be more stubborn as teens, if your rules are the perceived challenge.)

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