To perform a Cossack squat, start by standing with your feet wider than shoulder-width apart and your toes pointed outward. Shift your weight to one side as you bend the knee of that leg while keeping the opposite leg straight, lowering your body towards the ground. Push through the heel of the bent leg to return to the starting position, then repeat on the other side, targeting the adductors, quadriceps, glutes, and hamstrings effectively.