Forming in 2004, Set Your Goals released their first self-titled EP through Straight on Records in May 2004. The band embarked on some of their first tours with The Warriors and Make Move, as the word circulated about the EP they were approached by a number of labels. After “touring off of that alone for almost 2 years”, they signed with Eulogy Recordings and re-released the EP under the name Reset in April 2005. Audelio Flores joined the band on April 2006, after playing in a band called Amity from Los Angeles. Their second release on Eulogy was their debut studio album, entitled Mutiny!, which was released in July 2006. During winter of 2007 Dave Yoha amicably left the band due to tour exhaust. Daniel Coddaire returned for touring before he rejoined the band officially in 2008; Coddaire was Set Your Goals’ original lead guitarist.
In the Spring of 2007, they were support on Anti-Flag’s headlining tour alongside Alexisonfire and Big D and the Kids Table. Set Your Goals released an acoustic version of their track “Echoes” for the Punk Goes Acoustic 2 compilation on Fearless Records in 2007. They also covered Lil Jon’s “Put Yo Hood Up” for the Fearless Records compilation Punk Goes Crunk, released in April 2008.
In the Spring of 2008 they played on the Bamboozle Roadshow with Saves the Day, Armor for Sleep, Valencia and Metro Station. Set Your Goals released a song entitled “The Fallen” through the social networking sites Trig and MySpace, and the flash and audio website Newgrounds. They played the entire 2008 Vans Warped Tour on the Smartpunk Stage.