Power = Force x Velocity
To increase your power, you must increase force or velocity, or both. In simple terms, you must become stronger and / or faster and preferably both, in order to become more powerful.
How do you become stronger and faster? Lift heavier weights and do plyometrics. Plyometrics are conditioning drills which load your muscles prior to a quick contraction. Some examples of plyometrics would be clapping push-ups, medicine ball throws, or box jumps.
This video of Russian pole vaulter Yelena Isinbayeva is a great example of a powerful athlete.
Building power is an essential part of any conditioning program.
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