The belief that the third time something is attempted is more likely to succeed than the previous two attempts. It is also used as a good luck charm – spoken just before trying something for the third time.
The first time we come across what appears to be a precursor to this phrase is in Elizabeth Barrett Browning’s Letters addressed to R. H. Horne, 1839:
‘The luck of the third adventure’ is proverbial.
It is listed explicitly in Alexander Hislop’s The proverbs of Scotland, 1862:
“The third time’s lucky. “
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