qIt is a very personal decision. I went to Catholic school in Hong Kong and I am going again in America. I believe that the Catholic teachings are the only true teachings because I am a Catholic. A Lutheran or a Baptist would think differently. But for me the Catholic church is the one true church.
...So as you say if every religion past and present believes they are the one true church, then that increases the odds or makes it less likely that Yours is the one true church.