The decision to persist in stratified career trajectories is often dynamic in nature: people receive performance feedback and decide whether to persist or to drop out. I show experimentally that men are on average 10 percentage points more likely to persist in an environment that rewards high performance than equally performing women who received the same feedback. Roughly 30% of this gender gap in persistence can be explained by men seeking, and women avoiding exposure to additional feedback. Another 30% can be explained by women being less confident about their future performance, as men tend to consider previous failures to be less predictive of their future than women.