Swimming. 

4. Accumulate small wins

Some Olympic athletes train in a way that is designed to build confidence. Rather than focusing on the gold medal, they set smaller achievable goals and build from there. By seeing themselves accumulate these little wins, their confidence grows and grows until they feel unstoppable.

In one of the best articles on Olympic training I have ever read, Daniel Chambliss tracked the techniques used by U.S.A. Swimming to get its athletes ready to compete in the Olympic games. One of the common threads in this training was to focus on a series of "small wins" in training rather than on the larger goal of winning a medal. As Chambliss summarized it, the swimmers "found their challenges in small things: working on a better start this week, polishing up their backstroke technique next week, planning how to pace their swim." As a result, they got the satisfaction of "very definable, minor achievements," which in turn gave them the confidence to attempt more small wins each and every day. [Springboard: Launching Your Personal Search for Success]

So it's more like continual improvement where you keep getting a little better and that builds confidence?

3. Create a ritual

What gets you in the zone? What gets you feeling ready? A cup of coffee? Preparation and review? Playing a game on your phone? Recent research from Harvard professors Michael Norton andFrancesca   Gino shows that rituals have the power to make you more confident.

Francesca explained in my interview with her:

What we studied in this project was whether these rituals are really of beneficial effect in terms of bringing you confidence and potentially impacting your performance positively. That is actually what we found. What is interesting about the studies is that we also have physiological measures. What we find is that if you engage in a ritual prior to a potentially high anxiety task, like singing in public or solving difficult math problems, you end up being calmer by the time you approach the task, and more confident in what you're about to do. As a result of that, you actually perform better. [Barking up the Wrong Tree]

2. Focus on learning

When you focus on learning, failure is just a part of the process and won't shake your confidence. Tests are not a gauge of self-worth or unchangeable, innate ability. They're a measure of how much improvement you've made. Building on the research of Carol Dweck, you want to have a "growth mindset": Measure yourself by effort, not by results.

…repeated experiments have demonstrated the value of praising effort rather than innate talent. If you are praised by others in the right way, this can lead you to praise yourself based on your genuine effort when you accomplish something significant and discount comments about the role of your natural ability. You should ignore any result — good or bad — that comes after you put in only a halfhearted effort. And you should be proud of any result that follows hard work — even when the result is not what you had hoped. [Springboard: Launching Your Personal Search for Success]