Prior research has found that boys often outperform girls in high-stakes math exams, raising the question of whether these gender differences under pressure stem from nature or nurture. This relative female disadvantage can influence access to selective university programs and subsequent career paths. Using administrative and survey data linked to a lottery-based school assignment system, we show that this disadvantage is reversed in single-sex schools: girls randomly assigned to SS schools devote more effort, outperform boys in high-stakes math exams, and have a higher likelihood of enrolling in university STEM degrees (excluding biology). These positive effects come at a cost to well-being in terms of higher stress and worse mental health. These effects are not driven by differences in teacher gender or school resources due to public versus private management. Our findings are consistent with theories emphasizing the social costs of norm violation: in single-sex schools, girls are freed from peer norms that may otherwise discourage overt academic ambition, allowing them to sustain higher effort in competitive and male-dominated domains.