I would also add that after you develop your "cockiness shield" - though a sword would be a better analogy - it needs to be maintained, kept sharp. For some reason this particular skill fades very quickly (in months) if you stop exercising it, so it's not like swimming or riding a bike.

There's another bit of bitter irony about this situation. After you become "hard" enough to attract a girl who was previously out of your league, it's not in your best interest to grow "soft" again. On the contrary, it makes the girl likely to leave you, because she didn't sign up for your weaknesses when she entered the relationship :-) Yeah, some girls will be okay with that, but in my experience they are rare.