"Winners never quit and quitters never win." Not quite. There comes a point, if a goal is implausible, when it's healthier to give up and switch to a new target, evidence suggests. The key is adaptability, explains psychologist Carsten Wrosch.

True, most people who pursue goals are happier. But "in many cases, humans are overly optimistic about what they can do," says Wrosch, of Concordia University, who has persisted in studying quitting for almost a decade. Roadblocks such as infertility or age can make some goals—like child-bearing—impossible. Those who don't or won't disengage in the face of repeated failure are at risk of physical and emotional suffering, including skin, stomach, and sleep problems and even diabetes, heart disease, and osteoporosis.

Wrosch and colleagues measured one precursor of poor health, systemic inflammation, in 90 young women over the course of a challenging year. Even after depression was ruled out, those who strongly agreed with statements such as "I have trouble letting a goal go" had twice the inflammation at the end of the year. Excessive inflammation, a sign of an overactive immune system, can result from a sustained high cortisol level, which occurs when you're repeatedly frustrated. Cortisol decreases throughout the day, but people hammering at a nut that won't crack don't receive the same degree of relief as more flexible strivers.

Goal reengagement—seeking meaningful alternative goals—buffers some of frustration's ill effects by increasing life satisfaction. Suzanne Segerstrom, a psychologist at the University of Kentucky who studies optimism, says you should listen to your body—and your friends—when evaluating your priorities.

And if you won't take honest feedback in the form of physical aches or constructive criticism, take a note from W.C. Fields: "If at first you don't succeed, try, try again. Then quit. There's no point in being a damn fool about it." —Robin Nixon

• Scale back your original goal. Take joy in running the race, not trying to win it.
• Choose a different goal in the same area. An injury putting a crimp in your athleticism? Try coaching or refereeing.
• Find a completely new goal. Take time to evaluate your priorities. Have you outgrown your goal? Then see how well you can learn a new ballgame.

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