I find that the rubber will last longer and accept more winds if you lubricate it.
I’ve been using Armor All which is an automotive product. It works great. I’ve heard that “son-of-a-gun” works well too.
After you tie the rubber band, add a few drops to the rubber band in your hand and squish it around to make sure the lubrication is everywhere except the knot.
Other things to explore:
I’ve heard of others using glycerin/soap mixture (two parts green soap, one part glycerin, and one part water and rub the mixture on the rubber band about an hour before).
I’ve also heard of people using castor oil. I’ve never tried it though.
The following has also been mentioned to me but I’m not sure about it: Silicon spray, Teflon spray, glycerin, ethylene glycol.
some kind of vinyl cleaner