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Consider Karate, Kung Fu, Taekwondo, Judo, Ju-Jitsu, Aikido or something similar. This will boost your confidence, prime your physique and enable you to gain combat or defensive skills. Bullies like to prey on those they perceive as being weaker than them, so developing a battle aura can help deter them. Martial arts skills will also help you learn how not to appear to be an easy target. You don't have to look like a fighter, just be a no-nonsense type with a don't-mess-with-me aura. It's better to be combat ready and not need it than to be black and blue wishing you could've defended properly. Study the surroundings for possible escape routes, hangouts, conflict zones, safe zones, and territorial boundaries. Be aware of the bully's patterns including possible connections, as most bullies have a pack of underlings. Knowing the enemy and the surroundings could mean a lot when evading but, most importantly, during a direct confrontation. Be confident when walking about. Walk with a purposeful confidence and a don't-you-dare-mess-with-me attitude. Walk with your head up looking forward in the direction you are walking and use your peripheral vision to be aware of the people around you. No matter how untrue it feels to you, act confident and stand tall. Everyone will be none the wiser. This is very important should you need to fight (which hopefully you won't). You don't need a black belt, just tips on self-defense. Do so with all your strength, and do so without reluctance.  A quick kick in the groin will make the person feel dazed and look embarrassed long enough for an escape. Bullies aren't always used to others getting the best of them. If the groin doesn't work, try the solar plexus (right below the ribs), or kick a knee to make the person trip. If the bully is grabbing you or pushing you, believe it or not, it's actually an advantage. Try really hard to keep your balance, grab one of their arms with your left hand and hit their elbow with the other, then using your other hand, push away the remaining arm. Then when you get your first chance, run to get to a safe place and call for help. Know your strengths, weaknesses, and goals. Know what you want and what you're capable of. This self-assurance can be helpful when dealing with verbal bullies, as their words of insult won’t reach your core. Verbal bullies usually require an audience when dishing out insults and their words are rarely based on what's true but rather what's catchy.  Try to overcome the rumors: tell everyone it's not true and that the bully just wants attention. Turn the negative spotlight back on them. Point out their bullying tendencies and how incredibly insecure and unhappy they must be to have to pick on others. These insults and the way this person is treating you has nothing to do with reality, nothing to do with you, and everything to do with them. This is their insecurity and unhappiness showing through. When they're done with you, they'll likely move onto someone else. The last thing you want to do is to sink to the bully’s level. While you should definitely point out why they’re bullying and find holes in their argument, never, ever, ever resort to behavior like theirs. That’s just another way of giving them power. It makes you as bad as them. And if you do, you're about to get in much as trouble as they are. If things do get crazy and the appropriate authorities get involved, no one would know who the actual bully is – you or them.
Take martial arts lessons. Be smart and aware of everything. Learn a few self-defense moves. Develop a deep understanding of yourself (and how great you are). Don’t be tempted to bully back.