The line gets hung on Muhammad Ali, Babe Ruth and Reggie Jackson. It starts with Dizzy Dean, in a piece he wrote for The Cleveland Press on 6 October 1934 under the headline “’We’re Not Bragging, Just Good,’ Says Diz.” What he actually said: “we don’t brag. Whenever we say we’re going to do something we go out and do it.” Decades of sportswriters compressed that into the epigram. The polish came later, and from other people.