Nothing wrong with Shadowboxing with gloves considering that is what you'll use to fight...
Having a good workout program (non boxing skills related) that includes weights will improve your strength.. Try quick controlled punches with dumbells while laying on a bench...
The problem with holding weights or weighting your hands while shadowboxing is that the weights and gravity are pulling your arms down, which is not really a natural resistance for punching..
You CAN use weights in your hands and punch slowly keeping your hands up to improve endurance of keeping your hands up... But I would keep weights seperate to strict shadowboxing for working on skills...
The best way to strengthen punches is through perfect form, weight distribution, rhythm, rotation, balance etc... Then use other weight training techniques, explosive pushups etc to work the overall strength of your arms, shoulders, core..... Adding to much weight to hands while shadowboxing will probably result in you pulling a tendon/muscle that is purely working to keep the weight from getting pulled to the floor or slowing down the forward momentum of the weight..
But yeah, if it's purely to improve endurance of keeping arms up, i'd go easy with it and just work till your arms are sore and then persist with keeping your hands high while throwing (slowly)...
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