The 3 best analogies:

1) Poker gives you a real education about loss aversion bias.

You see that in the short term, outcome and process aren't necessarily correlated but in the long term, but a sound process will win.

Keep doing the right things even with the wrong outcome.
2) Combat sports teach you that anything worth having is a brutal process.

Most people don't succeed because they aren't willing to work through the pain and suffering.

Life is pain and suffering, with only small glimpses of joy. You become weak when you expect the opposite.
3) Chess teaches the value of a strategic mind and how to plan for order of effects beyond your first action.

Seeing the future is powerful, but being able to create it makes you untouchable

This power is objective and forces you to mute your subjective feelings--or get crushed
Poker to understand people and the random nature of the world.

Fighting to understand that pain, fear, and suffering are requisite for anything worth having.

Chess to understand that you don't have to be caught off guard by anything if you learn how to predict, plan, and adapt.
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