Gethin Jenkins hopes to break his duck at the fourth time of asking when he leads Wales against Italy in the Six Nations on Saturday.
The prop has stood in as Wales captain three times, the first in a 2007 defeat by South Africa in Cardiff, and has yet to taste victory as skipper.
But as he took over the role from injured flanker Sam Warburton, Jenkins said: "Three out of three I have lost.
"Hopefully, on Saturday, we can turn that around."
Warburton's place has been taken by another player with leadership experience, albeit at regional level, in Ospreys flanker Justin Tipuric.
British and Irish Lion Jenkins, 31 and with 85 Wales caps to his name, added: "That was the first thing I thought of when Gats [Wales coach Warren Gatland] asked me - to break that duck.
"There are a lot of leaders in the team and squad, and I haven't really done too much different to what I have been doing the last couple of weeks.
"It makes a massive difference when you are winning games.
"We could easily have lost one or two of those Six Nations games this season, but we dug in and won and we are on a bit of a roll.
"It makes training that much more enjoyable, and also it makes you want to keep improving and keep building on that momentum."
Having beaten Ireland, Scotland and England to secure a Triple Crown, Jenkins acknowledges the pressure is on his side as they bid to set up a Six Nations title and Grand Slam assault when France arrive at the Millennium Stadium on 17 March.
"The expectation is all on us on Saturday, and we always knew that was the case," added the Toulon-bound Cardiff Blue.
"The big emphasis this week has been about believing in ourselves and believing how good we can be if we put a good performance in.
"Italy bring their strengths to the game. It is just a case of us imposing ourselves on them, and hopefully we will get the win."
Jenkins hopes Wales can see off Italy, then go on to beat France to record a second Grand Slam under Gatland, whose first season of 2008 ended in a clean sweep.
If Jenkins helps Wales to achieve that aim, he will join Ospreys pair Adam Jones and Ryan Jones in being part of three Grand Slams, the first of which came in 2005 under Mike Ruddock.
Jenkins said: "It would be a great achievement to replicate that.
"There is a lot of expectation, and we have to deal with that mentally and emotionally.
"We are three wins from three, and you can't ask for any more.
"Everyone in the public is talking about the Grand Slam, but as a player you just look forward to the next game.
"Italy is a big challenge for us - they are always tough and they are the only thing we are concentrating on.
"The 2005 [Grand Slam] was a completely different mentality, and the game has changed a lot.
"The 2008 one was similar, but there are a lot more younger players now, which benefits us with the energy and fitness levels they've got.
"It is strange being one of the oldest players, but you tend to adapt.
"I've been around quite a long time now and played in a lot of games, and you get used to the intensity, and the England game this season was one of the toughest.
"It was constant for the full 80 minutes. But we have a real belief and if we are within touching distance in a game we know we have the players who can get that try.
"We would like to be 10 points clear, but in the Six Nations all games are tight."
WALES: Leigh Halfpenny (Blues); Alex Cuthbert (Blues), Jonathan Davies (Scarlets), Jamie Roberts (Blues), George North (Scarlets); Rhys Priestland (Scarlets), Michael Phillips (Bayonne); Gethin Jenkins (Blues, capt), Matthew Rees (Scarlets), Adam Jones (Ospreys), Alun Wyn Jones (Ospreys), Ian Evans (Ospreys), Dan Lydiate (Dragons), Justin Tipuric (Ospreys), Toby Faletau (Dragons).
REPLACEMENTS: Ken Owens (Scarlets), Paul James (Ospreys), Luke Charteris (Dragons), Ryan Jones (Ospreys), Lloyd Williams (Scarlets), James Hook (Perpignan), Scott Williams (Scarlets).
Backs: Mike Phillips (Bayonne), Lloyd Williams (Cardiff Blues), Rhys Webb (Ospreys), Rhys Priestland (Scarlets), James Hook (Perpignan), Stephen Jones (Scarlets), Jamie Roberts (Cardiff Blues), Jonathan Davies (Scarlets), Scott Williams (Scarlets), Gavin Henson (Cardiff Blues), Ashley Beck (Ospreys), George North (Scarlets), Leigh Halfpenny (Cardiff Blues), Alex Cuthbert (Cardiff Blues), Harry Robinson (Cardiff Blues), Liam Williams (Scarlets), Lee Byrne (Clermont Auvergne).
Forwards: Craig Mitchell (Exeter Chiefs), Adam Jones (Ospreys), Ryan Bevington (Ospreys), Gethin Jenkins (Cardiff Blues), Paul James (Ospreys), Rhys Gill (Saracens), Rhodri Jones (Scarlets), Matthew Rees (Scarlets), Huw Bennett (Ospreys), Ken Owens (Scarlets), Richard Hibbard (Ospreys), Alun Wyn Jones (Ospreys), Ian Evans (Ospreys), Lou Reed (Scarlets), Luke Charteris (Newport Gwent Dragons), Ryan Jones (Ospreys), Dan Lydiate (Newport Gwent Dragons), Sam Warburton (capt, Cardiff Blues), Justin Tipuric (Ospreys), Toby Faletau (Newport Gwent Dragons), Andy Powell (Sale Sharks), Aaron Shingler (Scarlets).