It's a bit more complicated than that. Militarily, we rather consistently win (or at least not lose). The trouble is that the new regimes we establish end up reliant on us for defense, and unless we're willing to be said regimes' military for decades on end (like we were with Japan) or at the very least maintain permanent military presences (like we did with West Germany until its reunification with East Germany, and like we're still doing with South Korea and Japan), those regimes prove incapable of defending themselves from the adversaries we defeated to establish said regimes in the first place.

That's exactly what happened with South Vietnam, Iraq, and Afghanistan: as soon as we pulled out "victorious", the newly-established allied regime was unable to defend itself against North Vietnam / ISIS / the Taliban (respectively).

Things are different now.

The US can destroy anyone by one guy pressing a button.

On the other hand, to win a non-nuclear war in the modern age, you need clever political positioning and a realistic end goal as well as battlefield results. Vietnam, Afghanistan, Iraq 2.0 were all unwinnable no matter how well you fought.