Well, they're getting closer. But Rotherham found out the hard way that the closer they get in their search for an away point, the more it hurts when they miss out.
The Millers were four minutes away from finally registering in the away column this season as a solid and totally comfortable performance looked like yielding a 0-0 draw at Nottingham Forest.
But then in the 86th minute – in a tale that has been played out so many times it is not even funny any more – they suffered more heartbreak as former striker Lewis Grabban scored a penalty.
It was a real gut-wrencher and made it five defeats from five on the road this season.
The longer-term stats have been laid bare this week, but for clarity Rotherham have now gone 30 away games in the Championship without a win and have drawn just three of those.
After the game Paul Warne's message was the same as it has been on three of the previous four times his side have lost this season: They performed well enough to take something out of the game.
And he was right, but Warne simply has to identify whatever it is that is stopping his team getting over the line when they have matched their opponents for so much of the game.
“If I’m honest I felt really comfortable throughout the game,” the boss said. “I think we more than deserved a point. It’s difficult to take at the moment but I said to the lads that if you play like that every week, you will make everyone at the club proud.”
He added: “I’m proud of how they performed and that’s my overall feeling. One mistake has cost us.”
That mistake was Ryan Williams' as he tripped Ben Osborn in the penalty area in the final five minutes and there was little doubt that Grabban, who played for the Millers in the 2011-12 season, was going to convert.
Whether Forest should have had 11 men on the pitch at that point is a moot point as Adlene Guedioura was lucky to have avoided a second yellow card, but Warne conceded that was not the reason his side lost.
His side might also have been defending a lead at that time, but Richie Towell's effort from an acute angle was well saved by Costel Pantilimon in the Forest goal.
In the end it was a familiar feeling of woe.
“Overall, the lads have given me everything,” Warne added.
“I am proud to be their manager. I feel sorry for them that they have come away with nothing, because they deserved something.”
Nottingham Forest: Pantilimon, Janko, Hefele, Fox, Robinson, Guedioura (Lolley 60), Watson, Dias (Cash 72), Carvalho (Bridcutt 90), Osborn, Grabban
Unused subs: Steele, Goncalves, Dawson, Darikwa
Rotherham: Rodak, Jones, Ajayi, Wood, Mattock, Williams, Vaulks, Towell (Taylor 88), Manning (Palmer 72), Vassell, Proctor (Smith 46)
Unused subs: Price, Vyner, Forde, Wiles
Referee: Robert Jones
Attendance: 27,479 (1,291 from Rotherham)