Alchemist
The movie immediately brought to my mind "The Alchemist" by Paulo Coelho. Both the novel and the movie talk about solo journeys which are directed by a series of subtle signs from the universe. In "The Alchemist", protagonist learns to turn into the wind using by using his imagination, in the movie the compound penetration is achieved via similar super-natural feat. If you have enjoyed the movie, you might want to read the book.
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