Probably not great advice if you're looking specifically for a practice that'll quickly teach the habit of carrying tactical decisions through into strategic goals -- in this context that's something you only get from lots of blade-to-blade practice, and the koryu arts are almost universally very heavy on kata. In a typical dojo you might not get to freestyle sparring for a year or more. Western reconstructionist fencing tends to be less so, but there's still a pretty serious ramp-up period in every salle I've ever been exposed to.

On the other hand, if you can get past that period, just about any martial art which involves partnered practice is remarkably good at developing the skill of instrumentalizing strategic thinking (though it still needs to be generalized to the rest of life, a difficult trick which probably qualifies as a virtue of rationality in its own right). Weapon arts (and aikido, but it's unique in this respect among the empty-hand arts I've studied) are also good for developing a habit which is difficult to put into words, but which might be approximated as "presence" or "mindfulness".