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Sometimes changing direction is the right answer. But sometimes you just need to persist.

How to balance these?

One approach is bounded commitment.

List options, choose your best one, and commit for a predetermined period of time — like a week or a month. Then revisit.
This is similar to how sprints work in agile, or balancing depth vs breadth first search, or strategies for solving K-armed bandit problems.

en.wikipedia.org/wiki/Multi-arm…
The key is thinking of your time as a resource to quantitatively allocate, like capital.
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