Why is this group of words not a sentence when i won

The group of words "when I won" is imply a fragment, since it is not complete in itself.

Explanation:

A sentence can be defined as a set of words, usually containing a subject and a predicate and, sometimes, consisting of a main clause and subordinate clauses, that is complete in itself. It starts with a capital letter and ends in a full-stop, exclamation mark, or question mark.

When we say a sentence should be complete in itself, we mean to say a sentence is supposed to make sense on its own. When we have a group of words such as "when I won", lots of elements characterizing a sentence are missing. There is no capitalization at the beginning, no punctation to mark the ending but, most importantly, it makes no sense. Information is missing and we cannot fully understand the structure. That's why "when I won" is not a sentence.