Based on a sample of 1,701 college and university students from 4 different sites in Switzerland, the U.S. and Argentina, this study investigated the interrelationships between insufficient coping skills under chronic stress and impaired general health. We aimed at developing standardized means for the “early” identification of students at risk for mental health problems, as these students might benefit from “early” interventions before psychiatric symptoms develop and may reach clinically relevant thresholds. All students completed 2 self-report questionnaires: the Coping Strategies Inventory “COPE” and the Zurich Health Questionnaire “ZHQ” which assesses “regular exercises”, “consump¬tion behavior”, “impaired physical health”, “psychosomatic disturbances”, and “impaired mental health”. The data were subjected to structure analyses by means of Neural Network approaches, using the data subsets of the different study sites as independent “learning” and “test” samples. We found 2 highly stable COPE scales that quantified basic coping behavior in terms of “activity-passivity” and “defeatism-resilience”. Excellent reproducibility across study sites suggested that the new scales represent socio-culturally independent personality traits. Correlation analyses carried out for external validation revealed a close relationship between high scores on the defeatism scale and impaired physical and mental health, thus underlining the clinical relevance of these scales. Specifically, our results suggested that (1) the proposed method provides powerful screening tools in the field of early detection and prevention of psychiatric disorders; and (2) physical activity (regular exercises) is likely to play a significant role not only in the prevention of health problems but also in early intervention programs.