Over 80 years ago, a great golfer named Bobby Jones went down in history for his performance in the 1925 US Open. No, he didn’t win. In fact, he lost in a 36-hole playoff to Willie Macfarlane. What makes this round historic is what happened before the playoff.

Jones’ ball was in the rough. When he addressed the ball, it moved just a bit; so slightly that Jones was the only one who saw it move. Sure, he could have easily hit the shot and continued with no one the wiser. But instead, Jones gave himself the 1-stroke penalty.

By reporting it, he knew he risked not winning, yet he wouldn’t have considered keeping quiet.

After the match, a reporter applauded Jones for his honesty and asked to do an interview. Jones wanted nothing to do with the reporter, explaining that, “You might as well praise me for not robbing banks.”

This story shows what golf is really about—honesty and integrity. As LPGA’s Meg Mallon said in an interview for ESPN, “It [golf] started as a gentleman’s game, and it has kept going. You learn that it is a badge of honor to play the rules and call penalties on yourself. It is a game of integrity.”

In a game full of opportunities to ignore rule violations and fudge scores, few golfers do this because that’s simply not what you do in golf.

As I write this, I reflect back on my first high school golf meet.

It was an ugly day, full of pouring rain. I was nervous, and my hands were white from the cold. Each hole was worse than the last, and I still have nightmares about the 26 I got on one hole.

My total that day for nine holes was 114. Horrible? Yes. Embarrassing? For sure. Yet, no one can ever say I wasn’t honest.

In a sport built on integrity and honesty, the fact is, it’s just not cool to cheat in golf.

It’s not just about counting strokes either.

Like the case of Bobby Jones, there are many special situations that call for penalties. The golf gods weren’t exactly kind when they came up with the rules. Ground your club in the sand? That’s two strokes. Ask another player for advice on club selection? Nice that you’re being social, but that’ll cost you two strokes. Move a leaf near your ball, and accidentally jostle your ball? One stroke, please.

Now, in most of these situations, a player could get away with the penalty because there’s not always a witness standing behind every shot—even in tournament play. But again, that’s what makes golf unique. Golf, it turns out, is one of our best opportunities to display good character and do the right thing—especially when no one is watching. A great score means nothing if it doesn’t represent a well-earned, “good, honest round.”

Perhaps the best thing about golf is how the lessons we learn on the course apply to our daily lives. As we practice shots over and over, we gain patience and skill. This dedication spills into life because we find that everything runs more smoothly with practice. More importantly, as each round is approached with honesty and integrity, we realize that, like in life, school, and work, there are rules that we are expected to follow. We are offered chances to do the right thing or ignore the rules. While, yes, sometimes we could ignore rules and get away with it, deep down we realize that doing the right thing always feels better.

In golf, and in life, the true winners are those that do the right thing, over and over, even when doing the wrong thing is oh so much more appealing. When we do this, we’ll be remembered and respected for honesty and integrity, not the numbers on our scorecards. Like Bobby Jones, we’ll be remembered long after the match is over because, quite simply, we did the right thing. And this is what makes golf and golfers pretty darn cool.