He's learned that the hard way over his 27 years at NASCAR's top level. There have been four runner-up championship finishes and a myriad of small disasters on a resume that most likely will still go down as one of the greatest in series history.
So is it really any surprise Martin's start to the season has been hit by misfortune?
It's not to Martin, who can't seem to catch a break.
"I do have a history of not being the luckiest guy out there," he said Monday, softly chuckling a day after yet another malfunction ruined what was on pace to be a top-five run.
He was fourth at Atlanta on Sunday when he apparently ran over something on the track, causing his right rear tire to fail. But despite a severely damaged Chevrolet, crew chief Alan Gustafson was able to get the car back on the track so Martin could limp it home to a 31st-place finish.
That followed a pair of engine failures in California and Las Vegas. Now, Martin is 34th in the standings and fighting hard not to get all negative again.
His unbridled optimism at the start of the season was so out of character for the 50-year-old pessimist, who was lured back to a full Sprint Cup schedule by Hendrick Motorsports. The equipment was supposed to give him his best shot at a championship. Instead, it's failed him so far, and Martin feels obligated to put on a brave face for his new team.
"I've been so bad over the years at judging my self-worth off of the results," he said. "I told everyone that I am mentally tougher now than I've ever been in my life, and I am working at living up to that. I could run off behind the house and slash my wrists, but I've got some good things to focus on. I am disappointed, but I am not down in the dumps and I don't feel worthless. I feel like I have helped make a contribution to the (No.) 5 team and I will continue to work as hard."
But there's not much more Martin can actually do.
Gustafson wants to meet Tuesday at Hendrick headquarters, hoping Martin will tell him what the crew chief can do to save their season. It's a laughable suggestion because unless they can find a four-leaf clover between now and the next race, the duo is doing everything right.
Martin won the outside pole for the season-opening Daytona 500, and had the race not been called for rain 48 laps short of the end, he's certain he would have finished higher than 16th. He didn't have a winning car in California, but might have eked out somewhere around a 10th-place finish. He was even better at Las Vegas. But the back-to-back engine failures relegated him to a pair of 40th-place finishes that were out of his control.
"I hate it," car owner Rick Hendrick said Monday. "I'm embarrassed by the fact he's had mechanical failures. But he's a trooper and he's had rotten luck before. We did have a lot of high expectations, and we're not going to give up."
Hendrick has statistics and history on his side.
Hendrick equipment is typically sound, and rare failures are usually isolated incidents because the organization buckles down and doesn't make the same mistakes twice. So Hendrick is convinced Martin's bad luck will soon run its course.
And at just 189 points out of 12th-place -- the final qualifying spot for the Chase for the Sprint Cup championship -- Hendrick knows Martin can make up the difference over the next 22 races. After all, Jimmie Johnson made up 165 points over five races during his 2007 title run.
"The man can get it done, I tell ya," Hendrick said. "I am more confident of that than ever. And I am more dedicated than ever to getting him what he needs to do that."
Alas, Martin's pessimism prevents him from being convinced. He figures the last three weeks have cost him roughly 300 points in the standings, and if he'd finished where his car was running before the failures, he'd be fourth in the standings.
He knows a comeback is mathematically possible, but he's not certain the competition will allow him back into contention.
"All they've got to do to keep us out of it is not wreck or blow up," he said. "We've spottted most guys 300 points. It's easy to make up 200 on one person, but it's hard to make up 200 on 20 people. But I'm not going to sweat it. For right now, it's out of our control."
See, Martin is done dealing with expectations. If he and Gustafson had not started the season on such a high, their crash would not have been so hard. So certain this was going to be a magical year, it wasn't the engine failure that so devastated them in California -- it was the fact they were only a 10th-place car that set them on a downward spiral.
So Martin is resetting his goals. The Chase, and a championship, is no longer high on his radar. Instead, he'll focus on what lured him to Hendrick in the first place: the chance to win his first Cup race since 2005.
One victory could lead to two, and those are the small steps Martin wants to focus on now.
"I have to move my priorities around in my head a little bit," he said. "Expectations, they are tough. That's why I try to be real careful about them because I certainly expected to be sitting better in the points standings right now. But I couldn't have expected to be any more competitive, and that's what we'll work on from here on out."
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