Most gyms are proven to produce results. Many businesses and job opportunities have been proven to generate returns. Working hard has proven to give you something — skills, recognition, money — in return.
The only thing not proven, many times, is the person looking at the opportunity.
The job has a longer track record of paying people what they work for, than you have of doing it. The business has been around longer, generating income and producing products and services. The gym has produced a multitude of bodybuilders, athletes and impressive physiques.
What have you proved? You’re the only thing in question.