Developing an exit strategy for disappointing casino sessions involves setting clear limits before playing, such as pre-determined loss thresholds or time limits. It's essential for players to remain disciplined and stick to these boundaries rather than succumbing to the urge to chase losses. Reflecting on personal emotions and recognizing signs of frustration or fatigue can help in making timely decisions to exit the game. Establishing a mindset focused on enjoyment rather than solely on winning can also mitigate the negative impact of a poor session.