Consider his bold approach in the Battle of Copenhagen in 1801. Three years after his spectacular victory at the Nile, this was another toughie: Danish fire was so punishing that Nelson's superior ordered him to retreat.
But Nelson didn't like to turn his back on a challenge. He famously raised his telescope to his blind eye and announced: 'I really do not see the signal!' - more popularly misquoted as 'I see no ships' - and carried on fighting. He won, of course.
This approach is highly risky: he would have had a royal ticking-off had his reckless attitude sent his men to slaughter. But Nelson, like any good leader, knew that fortune favours the brave. When the glory's there for the taking, it's often wise to turn a blind eye to sobering facts and battle on.