A good awareness of your environment, a clean, sober mind, and being in good physical and mental health?
You could be The Incredible Hulk, but if you're stumbling on home at 3 am through the wrong part of town seeing glowing neon signs in triplicate....I'd think there's not much you could have on you to protect yourself effectively.
Edited to add:
Being of a good state of health generally (encompassing physical, emotional and mental aspects) also would, I think, allow you to better make use of what you have at hand in your environment at the time of any sort of attack ocurring.
I'd imagine quite a few shooting and mugging victims actually had quite a few weapons at their disposal (debris, pieces of half done construction, a well placed boot) that they didn't use because they GAVE UP, or were simply too panicked to do anything outside of the "fight or flight" decision, which isn't truly their fault, since we as a society have been conditioned to "give in" and not think inside that creepy little compression that happens when things go south.
How do I know this?
I'm not a cop. I'm not a soldier.
But I am a home invasion victim, multiple assailants. And yes, I had guns out the yin yang in the house, but it doesn't do much good when you've spent the weekend drinking, smoking, staying up too late, like so many people my age (younger) do-and especially not when you just freeze up like a deer in headlights. That's what got me to moderate drinking, to start exercising, and to start trying to develop a healthy mindset, so I wouldn't BE caught with my pants down, so to speak, again.
Didn't mean to go on and ramble, hehe, sorry...