The next day was a blur of sweaty, exhausting, recondite competition. Besty walked faster than I did on the hike, because I'm not a morning person. Then I edged her out in weight training. Kickboxing was a draw—her kicks were higher, but she's tall, which must be considered. Besty got more praise from the Pilates coach, but I got more in Jazzercise. After seven straight hours of strenuous exercise, I felt as though my muscles had been taken apart, scoured, then badly reassembled by a team of evil student nurses. Besty still looked fresh. Pert. She looked really pert.

"Ready to call it a day?" I asked.

"Well…" Besty said. "There's still an advanced yoga class before dinner."

I looked at my schedule. Dammit! Dammit! Dammit!

"Shall we?" asked Besty, like a kid on Christmas morning.

"Absolutely!" I gagged. "Wouldn't miss it!" That class lasted approximately as long as the Pleistocene epoch. I try never to think of it. Sometimes, though, despite heavy medication, the memory returns unbidden, and I hear again the yoga instructor's comment, "The key to success is persistence. Quitting is failure." My mind reacted to this with numb acquiescence—I'd heard it so often, after all. But my body silently screamed, "Not always!"

Turns out my body was right.

Recently, psychologists Gregory Miller and Carsten Wrosch set out to investigate the mental and physical health of people who resist quitting, and of those who throw in the towel when facing unattainable goals. The second group—the quitters—were healthier than their persistent peers on almost every variable. They suffered fewer health problems, from digestive trouble to rashes, and showed fewer signs of psychological stress.

In another study, which followed a group of teenagers for a year, subjects who quit easily had much lower levels of a protein linked to inflammation than did their more tenacious peers. This made them less likely to develop many debilitating illnesses later in life.

The mechanism that helps people quit appropriately, Miller and Wrosch discovered, was not wisdom but dejection. People who are trying in vain eventually get depressed about their ongoing failure, and those who respond to this depression by quitting when it first appears enjoy all kinds of benefits.

I didn't think about this scientifically during that yoga class—though I experienced it subjectively when the teacher guided us into a shoulder stand. The pose caused my body to quake violently with exhaustion as my workout shorts fell back around my pelvis and my gaze was forced upward. Gentle reader, you cannot imagine a ghastlier view: The depression evoked by the gelatinous consistency of my thighs beggars description.

I should've quit right then. I would have, if Besty weren't so competitive.

The Quitting Bonus

The fact that I continued with the class exemplifies my approach to life and no doubt explains my digestive troubles, rashes, and inflammatory illnesses. But the implications don't stop there: Not quitting may be at the root of fiscal problems as well as physical ones. That's right—quitters prosper not only physically but financially.

Every first-year economics student learns about the "sunk-cost fallacy," though virtually no one remembers it when making spending choices. The sunk-cost fallacy is a universal human error. It refers to our tendency to throw good money after bad, trying to justify our mistakes by devoting more resources to them. For example, a gambler who's lost a small fortune is likely to stay and keep hemorrhaging cash precisely because he's losing. I'm down $10,000, the thinking goes. I have to keep playing until I get it back—this rotten luck can't go on forever. This is how human psychology works.

It is not how reality works.