This work presents the results of an experimental socio-economic study conducted in two shanty towns of Messina as part of a systemic urban regeneration and fight against poverty program called Capacity. The study has shown that the development of a positive attitude towards the future and the confidence in others are associated with the development of the riskiest option, which is the one that can give the highest pay-off. The paper also illustrates the expected and unexpected outcomes of projects for individuals and the community, as well as the economic benefits for the public administration and the society of a strategy that reduces the reliance on social welfare measures as well as the local control exercised by organized crime.