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Jerry Useem in The Atlantic:

Conventional wisdom has it that the Cubs are either cursed—by a billy goat, a black cat, a fan whose name we shall not speak—or, less cosmically, just plain unlucky. But are they really? A University of Chicago economist, Tobias Moskowitz, asked the same question a few years back and arrived at a startling conclusion: The main source of the Cubs’ curse was the fans themselves.

They are too loyal.