The midfielder says he's seen it many times in his five years at the club where we've slipped up just when it matters - for example, the League Cup Final against Blackburn back in 2002 and even this season, losing on penalties to Liverpool in the quarter-finals of the same competition.
Our next games are in that category with a home match against Fulham in the Barclays Premiership - a win will keep us firmly in the hunt for sixth place - and then the FA Cup fifth round replay at Nottingham Forest.
"Fulham is a massive game for us and if we win, we're right up there again," said Simon. "If we put a run together now we could be in the mix but we have to look at it a game at a time.
"For the five years I've been here we always get to a certain level and it's always about that next crucial game, if we win it, we're really in amongst it - but I've never won that game.
"The semi-final against Chelsea that we won 5-1 is the exception. It's consistency we're speaking about and we have to concentrate on the next game all the time.
"It was like Forest, I suppose. Everyone was thinking about the quarter-finals but we didn't win the game we should have been thinking about.
"We've got the players and if we concentrate on one game at time and especially win our home games we could do something this season."
It's football's most famous cliche - 'take each game as it comes' - but one we should make a note of, according to Simon Davies.