Background: This research has started from the empirical observation that preschoolers who practice systematic and continuous physical activities can solve the tasks they receive more accurately and in less time than those who do not do sports in an organized setting. Methods: The research was carried out in 2015 in the Laboratory of Physical Therapy and Special Motricity of the Faculty of Physical Education and Mountain Sports, Transilvania University of Brasov. The survey sample included 51 preschoolers (26 boys and 25 girls), and the study implemented “real experiment” type research with a post-test phase to find out to what extent cortical stability is dependent on practicing a form of systematic movement at the ages of 4–6 years by analyzing proprioceptive sense and neuromuscular control. Thus, we could see how a 4-to-6-year-old child’s brain responds to a given stimulus by using the ERGOSIM condition simulator, which provides real-time feedback. Results: The results of the study show significant values for the visual control of the subjects by adjusting movement. Conclusions: The practice of physical activities benefits from learning through the visual scheme, having real-time feedback, and subjects being able to maintain indices closer to the required model, on the one hand, and on the other, to return with spherical correction stimuli during a wrong move much better than those in the control group. The results suggest that systematic practice of psychomotricity can improve general development and cognition in children, and that implementing this methodology could thus be useful in educative intervention.