Xcom training 101, section 3: Bravery.
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You know those four unarmoured rookies you brought along just to fill up the transport? Well.....
Kill all the aliens bar 1-2 first. Then get your 4 rookies to stand near a wall, all nice and close together. Everyone else should be in smoke and be disarmed. It's a grisly sight what happens next.
One rookie should then fire a rocket at the wall, killing them all instantly. Then all your troops should run around for a few turns yelling "Oh the humanity", looking panicked or berserk, as though you don't do this every mission. A few won't though run around though. This makes them braver.
We don't know why.
You can finish the mission normally after this point. Reward your more apathetic soldiers with some nice new gear if you want.
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Yep, passing morale checks trains bravery. So force one on all your troops by nuking rookies every mission. 4 rookies and one rocket only costs $160,900, so every mind probe sold gets you about two missions worth of bravery training for the other 10 troops. You might get some bravery training unintentionally by having accidental casualties, but this way is far more reliable. That's science for you. Weed out the weak to make the others stronger.
In theory you could nuke less than four at a time, but once people start to get really brave, sometimes that's what it takes. It'll take a fair few turns for your soldiers to stop wigging out, but whatever. Four at a time is funnier too
It's right up there with pet murder and baby shields of dwarf fortress in ways of making people "better" at what they do.
Being a rookie REALLY sucks in Xcom.