A much-loved Christmas story tells about the journey of the Magi—the three Wise Men who came seeking the baby Jesus in Bethlehem. “Where is He who has been born King of the Jews?” they ask. “For we have seen His star in the East and have come to worship Him.” The essence of the tale is their unshakable faith in a worldly sign—a star in the sky—which the Magi trusted would guide them to the savior of the world.This story has inspired Christians for more than two millennia to believe that they can find metaphysical truth and eternal life by following something tangible—the words in a book, say, or a physical sacrament. For some nonreligious people, this belief might seem nonsensical or superstitious. Yet almost everyone acts in some analogous way in their regular life—just as almost everyone wants to be happier.The problem is that striving for happiness directly, in the abstract, is not possible. Instead, you must choose proxy goals: metaphorical stars in the sky that you can see and judge to lead you to the greater well-being you desire.This sounds right, but is it true? Is the star you choose really the one that marks the stable you hope to find? Consider the risk that your stated goals are a mirage and lead to nothing—or, worse, to unhappiness. This column is about how you can tell whether you’re following the right star.Proxy goals are important because they create a sense of direction, without which you cannot make progress, which is itself a source of great satisfaction, at least temporarily. Psychologists have shown in experiments that when people set concrete goals, life feels more manageable, especially for those experiencing depression or anxiety. In fact, goals can be protective against adverse life circumstances: If you don’t like your current employment, professional goal-setting can make your job more bearable.[Arthur C. Brooks: How to make the most of bad gifts]To improve your long-term well-being, however, not all proxy goals are created equal. They must align with your internal values and interests, which psychologists call “self-concordance.” Self-concordant proxies have three basic characteristics, which bear careful consideration.The first is that a good proxy goal is non-zero-sum: Achieving it does not mean that someone else cannot also achieve it. An example of a zero-sum goal would be striving to become the CEO of your company: If you’re the CEO, no one else can be (until you quit or get fired). Nothing wrong with wanting to be the leader—but a better, non-zero-sum goal would be an honest assessment of how interesting and challenging you find your work. These are qualities of a role that can be enjoyed by anyone else, not just you. Why is this better? A researcher in 2006 found that non-zero-sum goals such as this raise life satisfaction, whereas competitive, zero-sum goals lower it. You could be a happy CEO, but holding the corner office per se isn’t the star directly over your true aim.The second criterion for a good proxy goal is why you strive for it: This should be approach, not avoidance. You should follow your purpose for positive reasons, not negative ones. For example, say that to improve your quality of life, your proxy goal is to raise your employability through education. This can be defined as a positive, approach-oriented goal, such as “I want to learn a bunch of new skills.” Or it can be a negative, avoidance-determined goal, such as “I don’t want to wind up poor or unemployed.” As the author of a 2022 research paper in Psychological Reports found, you are much more likely to achieve life satisfaction if you approach this task positively.Third, the best proxy goals tend to be non-positional, meaning that they are not set to create social comparison. Say you want to buy a house: A positional goal would be to have a house that impresses others; a non-positional goal would be to have a place to raise your family with love and joy, whether or not anyone else is impressed by the place. True, people do get some temporary satisfaction when they are envied by others (we’re only human, after all), but as research has shown, the more important this comparison is to you, the less happy you will end up. Learning to eschew social comparisons is itself a worthy proxy goal for well-being.Happiness is not a goal you can chase directly. You have to shoot for more tangible proxy goals that you can see and pursue. But not all of these goals will lead you to the happiness that you seek; they have to possess certain characteristics. Here are three axioms to follow that will steer you in the right direction.1. Focus on people, not things.As I’ve written previously, happiness is love. If there were a three-word summary of the entire science of happiness—which, fortunately for this columnist, there is not—that would be it. Love is best defined as “to will the good of the other” as judged by the other, meaning that such loving is reserved for living beings. Love is inherently non-zero-sum; it is infinite. It is always positive and, when sincere, not based on any social comparison. Follow stars such as the quality of your relationships and your service to others, and you will be right over the target of happiness.2. It’s about you and your inner direction, not about how others see you.We are prone as a species to seek status and rise in social hierarchies. This is probably an evolved trait, because higher status in times of scarce resources usually means a greater likelihood of survival and finding a mate. But as noted, social comparison doesn’t lead to happiness at all, especially today in the age of social media. If your proxy goals revolve around how you compare with others or how others see you, you aren’t on target.[Arthur C. Brooks: A seasonal guide to better well-being]3. Make a happy journey your goal, too.The Magi, of course, went on a literal journey. Yours might be a metaphorical one, but in either case, your objective should be to enjoy it. One danger in the pursuit of life goals is the assumption that once you hit them, the satisfaction you attain will last forever. This is called the arrival fallacy, and it’s a major impediment to happiness; it explains, for example, why champion athletes commonly suffer depression after a long-sought victory. To be sure of a happier outcome, following the three criteria for the right goals helps a great deal, but you should also take care not to disregard the journey itself—and to take joy in it as much as you can. So, for instance, make college attendance about the learning, not your graduation or diploma. Make your dating experience about learning to love someone deeply, not just getting to the altar.One last point: There will be times in life when you’ll need to deviate from your goals, even if they are perfectly thought out. Circumstances change, typically in ways you don’t like that are beyond your control. Maybe your relationship ends, your employment ends, or someone you love dies. In such adverse circumstances, I’d offer a fourth axiom to keep in mind.4. Stay flexible, and be ready to find another way.Your proxy goals today may be outstanding, but they might not work for your happiness tomorrow. Always be ready to look for new ones, without remorse or hesitation. The Three Wise Men followed the star and found the infant Jesus, as promised. But their journey back home was another story. God warned them in a dream that King Herod was lying in wait for them, hoping to interrogate them about the whereabouts of the Messiah with the intention of harming him. The solution? “They departed for their own country another way.”