Setting yourself up for victory can protect your mental health. “Self-efficacy is the belief in your ability to achieve something, and it’s associated with better coping,” says Jenny Groarke, PhD, a psychology lecturer at Queen’s University Belfast in Northern Ireland. The secret: Choose things you can nail on your own—not achievements that depend on the whim of a hiring manager or on races returning this fall. Think: “Write a banging cover letter,” not “get a new job”; and “run 30 miles a week,” not “qualify for the Boston Marathon.”