Wales arrive at Murrayfield on Saturday – the venue for Cardiff Blues lock Davies’s international debut two years ago – for a tough RBS 6 Nations appointment with a resurgent Scotland side.
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Coach Warren Gatland will be accompanied on the journey north by the knowledge that only his fellow New Zealander Steve Hansen has overseen a worse results sequence in Welsh Test history.
Hansen was in charge when Wales lost 10 games on the bounce between November 2002 and August 2003, while Gatland’s men have suffered seven defeats and drawn with Fiji since last season’s Six Nations tournament.
But Davies said: “Everyone is panicking at the moment except ourselves.
“We had some tough games in the autumn and we pushed some big teams close. Again, against England last week we did not quite nail those chances.
“Once that win comes, a lot of the pressure from individuals and the team will be released and we will play more freely.
“International rugby is about momentum and developing a winning mentality. But I am very confident and the players are confident in our abilities.
“A couple of narrow defeats does not make you a bad player or a bad team by a long shot.
“We are on a losing streak at the moment, and that is not nice. We need to develop that winning mentality and stop making the mistakes.”
After suffering a 26-19 home loss against England in their Six Nations opener, Wales will need to do it the hard way if they intend to reignite their title ambitions.
Three of their remaining four fixtures are on the road – in Edinburgh, Rome and Paris – with Ireland visiting Cardiff on March 12, having lost only once in the Welsh capital since 1983.
Davies added: “Losing becomes a habit, but if we can win at Murrayfield then we are back in the tournament.
“What a great chance for us to get our season back on track. I am confident we can put things right.”