As quoted from the entry in the Pilot/Controller Glossary:
CONFIDENCE MANEUVER− A confidence maneuver
consists of one or more turns, a climb or
descent, or other maneuver to determine if the pilot
in command (PIC) is able to receive and comply with
This could be useful if the controller suspects a hijacking, hypoxia, radio failure, or other situations that would compromise reception and execution of ATC instructions.
Perhaps the best example of an implementation of this would be when ATC suspects a partial aircraft radio failure; a confidence maneuver vector might enable ATC to determine that the pilot was still able to receive instructions, though aircraft radio transmission might be compromised.