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Is martial arts a good way to build confidence? i have never seen shy black belt.
Martial arts may well help with confidence but it's unlikely to help you with confidence with women (if that's the point). I got my black belt when I was about 20 (now 34) and it made jack shit difference to my confidence with women. That only ever sorted itself out when I realised that women didn't belong on a pedestle and that actually they were lucky if I was interested in them.
In other words I had to develop my inner game and tackle the bullshit sexual / social stereotypes that I took as reality, and exchange them for a whole new reality where having fun is the prize in what is nothing more than a big game for grown ups
BTW I've known a whole lot of black belts and while they may be pretty confident in their physical fitness and fighting prowess, a good proportion of them are AFCs when it comes to HBs - think about it - you spend 5 evenings a week training, when do you actually take the time to learn to converse with the opposite sex?!