The real answer is that there is no actual way to win. You are at their mercy and it is really 100% up to what they choose to do.
The tactic feels fine for an interrogation room, where's everything is on camera. In the outside world, it's trickier.
A lot of people seem to think that not answering questions is going to aggravate the officer, and that’s not generally true in my experience. Assuming you’re asserting your rights calmly and not being belligerent, it’s well within the normal scope of behavior that they expert to encounter.