Yet, on top of that, there's the fact that we're just plain rubbish at it. Time and time again, Forest have failed to secure the players they need, with the club more often than not finding itself torn between transfer strategies or in the midst of managerial turmoil at this time of year.
Indeed, arguably, we're here again. Having just sacked Mark Warburton, lost director of football Frank McParland and appointed Aitor Karanka, we're playing catch up. I'm hopeful that Karanka has just enough time - and the backing - to sneak one or two in the door in the next week or two but I'm not getting carried away.
So, while we patiently wait to see if Karanka can have any success, here's a sobering look at the last ten Januarys and our transfer activity (or lack thereof) to serve as a reminder/warning/therapy:
Transfers in: Luke Chambers
Loans in: David Prutton
Transfers out: Neil Harris, Ross Gardner, Nicky Southall, Danny Cullip
Loans out: Nicky Eaden
Verdict: I remember being completely baffled by the departure of Nicky Southall. With 35 games in all competitions and seven goals to his name, we surely wouldn't just let him leave to Gillingham on a free without lining up a replacement, right? Wrong. The move unnecessarily weakened the squad - with the later loan of James Henry failing to fill his shoes - as we headed for a play-off disaster. Prutton's return was tarnished by his red card in that play-off defeat to Yeovil.
Transfers out: Scott Dobie, Neil Lennon
Verdict: No-one was sad to see either Scott Dobie or Neil Lennon depart from the City Ground but the raw talent of Garath McCleary - plucked from non-league Bromley - wasn't the injection of talent we needed for a promotion push. Luckily Brett Ormerod's later loan move would give us some impetus and help us to force our way to second.
Loans out: Matt Thornhill, Brendan Moloney
Verdict: Loanee Nick Shorey returned to parent club Aston Villa at the end of January, with no permanent additions made to Billy Davies' play-off bound side. It felt like a missed opportunity - and a situation that wasn't helped when George Boyd later arrived on loan despite apparently not being wanted by Davies.
Transfers in: Marcus Tudgay
Loans in: Paul Konchesky
Transfers out: Matt Thornhill
Loans out: Joe Garner
Verdict: Marcus Tudgay had earned his permanent move after helping us to smash the Sheep 5-2 but the arrival of the Sheffield Wednesday striker and another left back loanee in Paul Konchesky wasn't enough to help Davies' side go beyond the play offs.
Transfers in: Marlon Harewood
Loans in: Adlene Guedioura, Danny Higginbotham, Scott Wootton
Transfers out: Wes Morgan, Patrick Bamford
Loans out: Kieron Freeman
Verdict: This was a transfer window tinged with sadness. Club stalwart Wes Morgan and up and coming star Patrick Bamford were sacrificed to help fund the signings needed to secure short term survival as a new owner was sought. We'd gone from needing to find the missing piece of the puzzle 12 months earlier to being desperate for fresh legs to stay up after the ill-fated Steve McClaren expermined. Still, events of the January window were put into perspective by the tragic death of Nigel Doughty in February.
Transfers in: Stephen McLaughlin, Khaled Al Rashidi, Darius Henderson
Loans in: Gonzalo Jara, Elliott Ward (extension to previous loan)
Transfers out: Robbie Findley, Lee Camp, Brendan Moloney
Loans out: Karl Darlow, David McGoldrick, Matt Derbyshire
Verdict: Alex McLeish had been drafted in just before the January window opened - and didn't last long once it had shut. This window is infamous for didn't happen rather than what did - with the farcical failure to complete the capture of George Boyd at the eleventh hour apparently put down to a failed eye test. Little did we know but it was to set the tone for the 'Fawaz era'.
Transfers in: Rafik Djebbour, Jack Hobbs
Loans in: Danny Fox, Kevin Gomis, David Vaughan (extension to previous loan)
Transfers out: Khaled Al Rashidi
Loans out: Ishmael Miller
Verdict: Billy Davies was back with 'unfinished business' but I'm not sure Rafik Djebbour or Kevin Gomis were top of his list of targets. The club was bullied into paying a transfer fee for an unfit Jack Hobbs by Hull and, amazingly, Khaled Al Rashidi drifted off the books without making an impact in 12 months. Billy was heading for a meltdown - and the sack - by the end of March.
Loans in: Todd Kane, Gary Gardner
Loans out: Dan Harding, Louis Lang
Verdict: Fawaz's free-spending finally came back to bite, landing us with a transfer embargo before the 2015 January window opened. Stuart Pearce, having spent a decent amount of money in the summer, was restricted to the loan captures of Todd Kane and Gary Gardner as he struggled to regain his early season momentum. Gardner, at least, was an excellent addition.
Loans in: Bojan Jokic, Gary Gardner
Verdict: Embargo still in place, Dougie Freedman went down a well-trodden path - taking a left back on loan and returning to Villa for Gary Gardner. Sadly, Gardner could never quite live up to the promise of his first spell and Freedman was soon sacked despite never having the chance to operate outside of a transfer embargo.
Transfers in: Zach Clough, Gboly Ariyibi
Loans in: Aaron Tshibola, Joao Teixeira, Ross McCormack
Transfers out: Henri Lansbury
Loans out: Tyler Walker, Jorge Grant
Verdict: With an American takeover shelved and Gary Brazil installed on January 14 until the end of the season, this window was Fawaz's final folly. Tshibola and McCormack were unfit, Teixeira was never even seen - making it baffling that we'd bothered to break him out of a season long loan to Wolves - and Ariyibi is still yet to be used. Clough burst into the team amid high hopes, but his form and fitness faded and he has struggled to get back into the side this season (risking becoming another Jamie Paterson).
In some respects just looking through the January windows says a lot about the club in the last decade or so. From a struggle to find the missing pieces of the promotion puzzle, through to the 'quantity not quality' profligacy under Fawaz and the subsequent embargo it caused, these windows show a club that has drifted along with little sense of strategy.
In this context, we shouldn't expect too much this January. A quality central defender would be top of my list (preferably someone who can act as a leader) and if that's all we can get it'd be better than some of the disastrous Januarys we've seen in previous years. The long term aim for the club should be to avoid a similar series of disappointments and disasters from now on. Perhaps then we could learn not to dread this wretched month.