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Yes, a casino can legally ban you if you are winning all the time but not cheating. This is because casinos are private businesses and they have the right to refuse service to anyone. If a casino believes that you are winning too much, they may ban you in order to protect their profits.

Of course, anyone can ask for a loss rebate by contacting a casino host; it doesn't cost anything to inquire. But unless it's an unusually large loss or there are extremely extenuating circumstances, the typical casino response is to offer a soft comp, such as a meal, room, or show ticket instead of cash.