Martial arts can be a good training to ensure your personal security, if you assume the worst about your tools and environment. If you expect to find yourself unarmed in a dark alley, or fighting hand to hand in a war, it makes sense. But most people do a lot better at ensuring their personal security by coordinating to live in peaceful societies and neighborhoods; they pay someone else to learn martial arts. Similarly, while "survivalists" plan and train to stay warm, dry, and fed given worst case assumptions about the world around them, most people achieve these goals by participating in a modern economy.
The martial arts metaphor for rationality training seems popular at this website, and most discussions here about how to believe the truth seem to assume an environmental worst case: how to figure out everything for yourself given fixed info and assuming the worst about other folks. In this context, a good rationality test is a publicly-visible personal test, applied to your personal beliefs when you are isolated from others' assistance and info.
I'm much more interested in how we can can join together to believe truth, and it actually seems easier to design institutions which achieve this end than to design institutions to test individual isolated general tendencies to discern truth. For example, with subsidized prediction markets, we can each specialize on the topics where we contribute best, relying on market consensus on all other topics. We don't each need to train to identify and fix each possible kind of bias; each bias can instead have specialists who look for where that bias appears and then correct it.
Perhaps martial-art-style rationality makes sense for isolated survivalist Einsteins forced by humanity's vast stunning cluelessness to single-handedly block the coming robot rampage. But for those of us who respect the opinions of enough others to want to work with them to find truth, it makes more sense to design and field institutions which give each person better incentives to update a common consensus.
Experts don't just tell us facts; they also offer recommendations as to how to solve individual or social problems. We can often rely on the recommendations even if we don't understand the underlying analysis, so long as we have picked good experts to rely on.
There is a key right there. Ability in rational thinking and understanding of common biasses can drastically impact who we consider as a good expert. The most obvious examples are 'experts' in medicine and economics. I suggest that the most influential experts in those fields are not those with the most accurate understanding.
Rationalist training could be expected to improve our judgement when choosing experts.