Therefore every Christian has enough in Baptism to learn and to practise all his life; for he has always enough to do to believe firmly what it promises and brings: victory over death and the devil, forgiveness of sin, the grace of God, the entire Christ, and the Holy Ghost with His gifts. In short, it is so transcendent that if timid nature could realize it, it might well doubt whether it could be true. For consider, if there were somewhere a physician who understood the art of saving men from dying, or, even though they died, of restoring them speedily to life, so that they would thereafter live forever, how the world would pour in money like snow and rain, so that because of the throng of the rich no one could find access! But here in Baptism there is brought free to every one's door such a treasure and medicine as utterly destroys death and preserves all men alive.
Luther's Large Catechism
Here we answer our Pentecostal/Evangelical friends who scoff at the Biblical teaching of baptismal regeneration, even for infants and small children, and look to subsequent experiences as evidence that the Holy Spirit is active in the Christian's life. We never look to ourselves, but to God's promise and assure our hearts thereby.