“Win and forget. Lose and forget.”

Source: Froi of the Exiles

This quote is actually from Churchill's daughter, Lady Soames. See "The Beacon of the Western Way of Life" http://www.winstonchurchill.org/i4a/pages/index.cfm?pageid=135
Misattributed

This maxim (perhaps of gambling or horse racing origin) is widely attributed to Warren Buffett and, as such, has traditionally been cited in print; notably, it was attributed (perhaps facetiously) to him by Mary Buffett in, The Tao of Warren Buffett. A more uncommon, less well known version, and perhaps one with a more lasting credibility (or certainly with a higher degree of checkability), would be: "The first rule is don't lose, and the second rule is never forget the first rule." This version was noted by Steve Forbes in a friendly meeting in Omaha, in an article published as: Jay-Z, Buffett and Forbes on Success and Giving Back. This article is available on the Forbes website, published on September 23, 2010.
Disputed
Variant: Rule No. 1: Never lose money. Rule No. 2: Never forget rule No. 1.

Source: Tree of Codes

Old Mortality (1884).

Quoted in "New Invasion Fear In Italy Reported" - "New York Times" article - June 3, 1943.

As quoted in Bruce Lee: Artist of Life (1999) edited by John R. Little, p. 192

On the effect of western culture on Indian educations, as quoted in " Dinanath Batra targets foreign universities in new book http://www.deccanchronicle.com/141028/nation-current-affairs/article/dinanath-batra-targets-foreign-universities-new-book" Deccan Chronicle (28 October 2014)