My sense is that cognitive reflection may have an inverse relationship to confidence in locus of control. The confidence exuded by those who fail to recognize their insignificance, as it were, may be compared to the physical posturing Amy Cuddy advocates; it makes me think of apes beating their chests, vying for power/supremacy. The key to cognitive reflection--which I believe is acquired through at least two channels--is recognition of the vast space between what one individual knows, and the potential for knowledge/ideal state of perfect information in the universe, multiplied by the infinite number of perspectives that may shape its interpretation. I suspect Trump would score poorly on the Cognitive Reflection Test, if he deigned to take it.
It would be interesting to consider the relative CRT performance of people who hold/have held offices of power. My mother, a psychologist and leadership expert, often said that men who become presidents have unflappable egos. Perhaps ego and control are engaged in a dizzying dance around cognitive reflection, as men in power suspect that turning a critical eye inward would jeopardize their construction of the self as King.
The ego is "that part of the id which has been modified by the direct influence of the external world" (Freud, [1923], 1961, p. 25).
If the id is a horse, the ego is 'like a man on horseback, who has to hold in check the superior strength of the horse.' (Freud, 1923, p. 15).
I can just as easily posit another tack on Trump's likely performance on the CRT: that deep insecurities feed into the egotist's posturing, because he is hyperaware of the giant disparity between his understanding of the world and the vast universe of knowledge. In this reckoning, Trump would score highly on the CRT.