Saturday will be one of those times.
Headed to Florida for the regular-season finale against the Gators, everything appears to be pointing in Florida's favor. The Gators (28-2, 17-0 Southeastern Conference) are No. 1 in the country, they boast a school-record 31-game winning streak at the O'Connell Center and they are in search of some pretty remarkable history.
The Gators are looking to become the first team other than Kentucky to go undefeated in the SEC since Alabama navigated through the league with a spotless 14-0 record during the 1955-56 season. UK did it as recently as 2012, but Florida, with a win on Saturday at noon ET on CBS, would be the first SEC team ever to go 18-0.
Throw in the fact that UK (22-8, 12-5 SEC) lost two in a row before its ugly win over Alabama on Tuesday or that Florida will be revved up for Senior Day and, well, it doesn't look good for the Cats.
They understand their backs are against the wall, but it also doesn't change their belief in their ability to win Saturday. Asked how confident he was they could win Saturday, Willie Cauley-Stein left to margin for doubt.
"You play to win the game, so obviously 100 percent," Cauley-Stein said.
With a little amnesia, there is reason to believe UK can do what no other team in the SEC has been able to do this season against Florida.
Hear the Cats out.
Not too long ago, Kentucky appeared to be turning a corner against the Gators. For 30 minutes, UK looked like the better team. The Cats were clicking, they led Florida by seven points midway in second half and they appeared to be on their way to their biggest win of the season.
Then, as John Calipari noted Friday, they gave up two offensive rebounds, missed a few shots and wilted late down the stretch. Florida did what Florida does, relying on its experience to win late in games.
"We're so young you don't really know when the crunch time or the winning time is," Cauley-Stein. "It's the last five minutes of the game, and that's when - everything else before that really doesn't matter. You win or lose a game in the last five minutes, and I think we've learned that the past year."
Loss aside, there were a lot of positives that came out of that 69-59 loss at Rupp Arena. Cauley-Stein said his team felt afterwards like "we could beat anybody in the country."
"There was a lot of good stuff that came out of it," Calipari said. "We didn't play fearful. Went to Mississippi, didn't play fearful. Then we just hit a stretch of games where we got a little rattled."
They've been rattled of late by their inability to hit shots.
UK is shooting 31.6 percent over its last three games, the worst three-game shooting stretch during the Coach Cal area. The Cats have been a fairly poor shooting team from long range all season, but their problems from outside are now giving them headaches inside.
As more and more teams see shots rattle out for the Cats, the more they're packing it in inside. It's only compounded the problems for UK inside the arc. On 2-point jump shots - where the Cats have made a living for most of the season - they have made just 34.7 percent over the last three games.
Coach Cal has pointed to an inability to finish through contact as the culprit of UK's problems, but the players have suggested it's something more than that. After the Alabama win on Tuesday, Dakari Johnson said the shooting problems are more mental than anything. Like a contagious cold, the more they miss, the more the pressure adds up and the more the misses catch on.
And that's turned into a hesitancy to shoot altogether. Though James Young took 11 shots on Tuesday, making just one, he double-clutched on a pair of shots and passed up a couple he normally would have taken.
"I just think it's our confidence," Young said. "It's a lack of confidence on our shots and that's what keeps us missing. We have more confidence, we'll make them."
Jon Hood said after Tuesday's game that good shooters don't have a conscience. Coach Cal said if his players pass up shots he's taking them out.
"I'm just going to keep shooting the ball," Young said. "Coach Cal said I got the green light so I'll just shoot it."
Eventually, if Kentucky wants to soften up the middle of defenses it's going to have to make some shots. On Saturday, Calipari said it will be important the Cats do so against a Florida defense that he said presses more at home and forces the opposition to take jumpers.
"This is not a game you can go 2 for 22 from the 3," Coach Cal said. "Not this game. Their field-goal percent against the 3 is like 34 percent. Well, why is that? Well, they crowd. They make sure if they're going to give up something, it's going to be a 3. Obviously we play a little bit differently than that. So this is a game they force you to make some jumpers."
Amid all the doom and gloom surrounding his team of late because of its failure to meet preseason expectations, Calipari expressed belief in this group because of the ways it plays.
"We have some numbers that aren't great, but when you look at all that, to have people say this team's done, I just don't believe it," Calipari said. "I mean, a team that has this kind of skill and ability?"
Calipari noted the national perception of other teams that have lost games recently but are labeled as scary NCAA Tournament teams. He believes UK should be in that mix.
"We just need the light to go on," Coach Cal said. "And I've had teams come around at all different times. I believe in this team. I believe in the individual players."
And they believe a run is still coming.
"Definitely," Cauley-Stein said when was asked if this team still has a run left in it. "It's to that point where our backs is kind of against the wall. Players are going to have to show that they're players - everybody on the team. It's definitely a thing that we've got to keep in mind when we go in there."
A win on Saturday would certainly be a pretty big springboard into the postseason. Not only would it spoil Florida's date with history, Cauley-Stein said it would change the negative feeling and perception around the program.
"It would be great," Cauley Stein said. "That's what we go down there for and that's kind of the motivation of what we're trying to do. ...I think the team knows what we've got to do and what mistakes we've got to fix before we go down there and play tomorrow. But for the most part, I think we're prepared more than you can be. There's not much more we can do."
All that's left to do now is win.
The odds aren't in the Cats' favor - UK is 6-13 all-time against the nation's top-ranked team - but maybe a reversal of expectations is exactly what this team needs.
"The weight of the world, overhyped, over-this, set up for failure, all that, all of us, including me - bang, none of that matters," Calipari said. "Now go play. Let's go have some fun and ball and see where we are against the best team in the country on the road on Senior Night. Let's see where we are."