The maths
The sum of two rolls plays by other rules
Rolling two identical dice and adding them means playing with a new 36-faced "die". Its chances depend not only on how often a die wins, but also on how spread out its numbers are. So the cycle can break, or even reverse.
Efron's dice rolled twice no longer form a circle: C wins more often than it loses against each of the other three. James Grime's five dice are designed so that one of their two cycles flips completely with two dice. The player who chooses second also decides whether to play one die or two, and wins again.
3 dice: the ceiling
≈ 0.618
(√5 − 1)/2
4 dice
2/3
Efron reaches it
Very many dice
→ 3/4
Usiskin, 1964
How strong can each link of a cycle be? For three independent random variables (dice are a special case) the smallest chance around the circle cannot exceed (√5 − 1)/2 ≈ 0.618, the inverse golden ratio (Stanisław Trybuła, 1961). In 1964 Zalman Usiskin showed how to find this ceiling for any number of them: for four it is exactly 2/3, so Efron's dice are the best possible, and as the number grows the ceiling approaches 3/4.