Lifting the leg from a belly down position is a fantastic movement to strengthen the deep hip rotator muscles. These muscles should stabilize the hip joint but in most of us, these muscles are weak. Weak butt muscles often contribute to problems with the knees and to overly tight QL muscles. Those are the muscles on both sides of the lower back area that we sometimes mistake for either kidney pain or pain coming from the spine.
To get started, lie on your exercise ball.
To make sure the size of the ball is appropriate, check that your palms can be flat on the floor. Then straighten your arms fully and draw the shoulder blades back towards your waist. Consult a mirror - or ask your roomie - whether your hips and shoulders are at the same height.

With your feet mat-distance apart turn the heels towards each other so your toes point out to the sides. Lengthen your tailbone down towards the heels, creating a little puff of air underneath lower abdominals. This activates your abdominal muscles: hello core control! Straighten your legs ALL the way. To do this, you need to engage the thigh muscles in the front of the leg.
Bring awareness to your pinkie toes

Did your brain reach your pinkie toes? Good. Keep it there. Inhale to prepare. As you exhale, reach the right leg long and lift it up, leading from the pinkie toe. This will keep the heel turned in and your toes pointing out to the sides. As you inhale, lower down. Then change sides: exhale and lift the left leg; inhale to lower it down. Keep alternating.
Absolutely straight knees

I know you're not cheating on purpose! :) But you'll forget about one of these three things for sure, so here's a gentle reminder. Use a lot of concentration and control.
We tend to use the muscles that are already strong, which keeps us right where we’re at instead of creating the change we wish to see in our bodies.
I don't know many people who like wasting their time. So pay even closer attention to the next repetition. Even though you use the muscles on the back of the leg and hip to lift the leg, don’t relax the quad!
When you can no longer perform this exercise correctly (leg straight, turned out and without collapsing in the lower back), then stop. It’s better to do one round of these the right way than ten of them the wrong way. And the more you practice—like with anything else—the more you’ll be able to keep the correct form. Focus, awareness, control, concentration. Apply these principles to your workout and your life, and you’ll be amazed how quickly results appear.
To make this more challenging - or as an alternative, if you don't own - or have room for - a stability ball, merely lie down on a mat. Stack your hands flat one on top of the other so they form a pillow for your head and place your forehead on your hands. Here you'll anchor your pubic bone into the mat. Please note: Should you feel your lower back caving, then this might not be a good version of the exercise for you.

Any questions about this exercise? Ask away in the comments.

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