Arithmetic, Not an Outfit
The internet sells the "gray man" as a look. It isn't one. It's arithmetic: not being the best option in the room. Street robbers select on two visible things: what you're worth right now (the phone in your hand, the watch, the cash you just flashed) and how switched on you look. Not wealth. Takeable value, plus inattention.
So the rule has two halves: match the local baseline, and don't perform transactions in public. Nothing valuable comes out on the street.
Match the Baseline
Valuables Invisible
Decline the Contest
And blending is not shrinking. Head-down and meek reads as easy. You learned that in Lesson 1. The gray man is belonging: dressed for the place, moving with purpose, paying attention. Forgettable, not small.
The Two Confrontations
There's the confrontation that isn't a robbery: the shove, the insult, the challenge. That's a contest for face, and it needs your participation to escalate. You can't lose a contest you don't enter. Leaving first is a win.
If it is a robbery, the property goes. The moves an unarmed person instinctively reaches for (fighting bare-handed, shouting to raise a crowd) are the ones tied to more injury, not less. The wallet is replaceable. You are not.