Cognisant
cackling in the trenches
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Two movies that do the "strong female protagonist" really well are the first Terminator movie and Aliens (the sequel to Alien) and I think they both do it in kind of the same way, both Ripley and Sarah rise to the challenge after the men protecting them are killed. Importantly these men aren't bumbling fools, Kyle Reese smacks the T-800 around with a pipe before blowing it in half with a bomb (killing himself in the process), while Ripley has an entire hotshot military squad (including the tomboy Jenette Vasquez) protecting her who by the end of the movie have all died in some horrific manner while fighting the xenomorphs. These deaths establish just how dangerous the T-800 and xenomorphs are, when the T-800 reappears it's a safe assumption that the wounded Sarah is going to die, when Ripley enters the hive we think she's gone mad, that there's no way she can survive where everyone else didn't. These expectations and how they are subverted is what established this characters as strong female protagonists, they need no man because they succeeded without them, indeed they succeeded where the men (and tomboy) protecting them had failed.
I think where many movies fail to establish their own heroines as strong female protagonists is that they try to make the protagonist seem more capable by making the men around her less capable or unreliable or untrustworthy or flawed in some other way, essentially ensuring the protagonist's place in the limelight isn't threatened. But this has exactly the opposite effect to what is intended, the supporting cast gives us a yardstick by which to measure the protagonist's competence and how dangerous the antagonist is, if the supporting cast is a bunch of idiots then the antagonist being better than them proves nothing and the protagonist's victory seems more due to luck or plot armor then their own merit. Or if the protagonist's competence is proven some other way you can end up in a situation where the antagonist dosen't even present a threat, at that point if anything we're sympathizing with the antagonist because we can see the odds stacked against them.
In summary, to make a strong female protagonist surround her with a supporting cast of equally strong or stronger characters and have them fail to an antagonist that he protagonist then defeats, like so:
That scene is so contrived and yet it still works because the Witch-king of Angmar, the Lord of the Nazgûl, the Black Captain, was a well established antagonist. The whole "no man can kill me" shows a certain arrogance, that he assumes only men would have the bravery to face him in battle so it doesn't matter that Eowyn didn't defeat him by being a better fighter or outsmarting him, just having the bravery to be there makes her a strong female protagonist. When she stabs him in the face it's a powerful girl power moment and even though I'm a guy I really enjoy it too because it's not really about her having tits and a uterus, it's about the underdog having the courage to stand against adversity and that's a very universal appeal.
I think where many movies fail to establish their own heroines as strong female protagonists is that they try to make the protagonist seem more capable by making the men around her less capable or unreliable or untrustworthy or flawed in some other way, essentially ensuring the protagonist's place in the limelight isn't threatened. But this has exactly the opposite effect to what is intended, the supporting cast gives us a yardstick by which to measure the protagonist's competence and how dangerous the antagonist is, if the supporting cast is a bunch of idiots then the antagonist being better than them proves nothing and the protagonist's victory seems more due to luck or plot armor then their own merit. Or if the protagonist's competence is proven some other way you can end up in a situation where the antagonist dosen't even present a threat, at that point if anything we're sympathizing with the antagonist because we can see the odds stacked against them.
In summary, to make a strong female protagonist surround her with a supporting cast of equally strong or stronger characters and have them fail to an antagonist that he protagonist then defeats, like so: