The first player using Xs does indeed have a strategy to always win by placing an X in the Middle right box.
Why is this a winning strategy?
When the first player places an X in the middle right spot, the second player will have to place an O in two places to avoid the first player winning.
They would have to place an O in the middle left space and in the bottom right space. Seeing as they can't place an O in two boxes at once, the first player will be able to place an X in the empty box out of the two, and win.
In conclusion, there is a winning strategy.
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