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One of the most important fitness training tips is the stepwise principle.
Here's how it works: As you increase your exercise, don't add more and more activity each day; follow a stepwise progression. That means building up your level of activity gradually to allow your muscles to develop and to reduce your risk of an overuse injury.
For example, if you are moderately active and you do aerobics and the stair-climber, but you want to start running, start with 20 minutes of running every other day for a week. Then, the next week, run for 30 minutes one day, but then back down and run for 20 minutes the next day, then 30. As you get stronger, gradually increase the amount of time, alternating with less time or shorter distance. Don't start out running 5 miles one day, then 8 the next day, then 10 the next day.
If you build up your activity level gradually, you can prevent injury and you'll enjoy yourself more because you won't get frustrated from pushing yourself too hard.