Revival is on its way, says Owls skipper
The defender also feels that new signings Akpo Sodje and Etienne Esajas can boost the cause.
"We're not too downhearted. Looking at our performances, we just need that break," said Bullen.
"Things aren't going for us. But we'll stick at it.
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Hide Ad"Obviously, not having any points after four games is not good, but I think that anyone who seriously analyses Saturday's game will appreciate that we're not far away.
"We dominated the game. We had an overhead kick cleared off the line. We forced five or six melees. On a day when we had half a bit of luck, we'd have won that game 3-1 or 4-1."
With Esajas and Sodje now among the options for starts after making their debuts as subs in the 1-0 defeat by Bristol City, Bullen says: "One of the hardest things when you go a new club is proving yourself to the other players.
"Both have settled in really well. We knew Akpo from our pre-season game at Port Vale; he gave us a really hard time, and a few of the lads commented that he'd make a good signing.
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Hide Ad"He's more than a target man, he's an athlete. He was winning his headers against Bristol City. I think he'll do very well.
"Etienne is confident, he can beat a man. He crosses a good ball and he was unlucky not to score.
"They look tremendous signings and it's good that we have brought in a couple of new faces."
The new boys and players coming back from injury are likely to pay some reserve football to sharpen up before the next league game at Preston a week on Saturday.
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Hide AdThe Owls will play a private second-string game against Hull away this week and have a Pontins's League fixture at Grimsby next Tuesday.
Frankie Simek is in the USA squad to face Brazil in Chicago on Sunday.