Graeme Smith's team suffered an 83-run defeat by Australia last month and followed that up by struggling to a one-wicket win over Sri Lanka.
Then Ireland, a team of amateurs, proved to be feisty opponents before they were beaten by seven wickets.
South Africa did not live up to their billing as the world's top ranked team in any of those matches, and suspicions that they were over-rated were confirmed on Saturday when they spiralled to a 67-run defeat against Bangladesh.
Smith now faces boosting his team's confidence before they take on the similarly under-performing West Indies in Grenada on Tuesday.
The match carries all the cachet of a meeting of a support group for those with damaged psyches.
"The opportunity to go forward in the World Cup still lies in our hands, it's important how we regroup and how we move forward to Grenada," Smith told a news conference on Saturday.
But another loss would seriously dent South Africa's chances of reaching the semi-finals. It will leave them having to rely on results involving other teams to go their way.
Smith hoped the beaches and sunshine of Grenada would help his team bounce back in the wake of their two-week sojourn in urban Georgetown, where rain fell almost every day of South Africa's stay.
"Just getting into a fresh environment does supply you with a bit more energy," Smith said. "But what we need to do is discuss what went on, discuss where we went wrong, and discuss what we need to improve to tackle the games ahead.
"But certainly the fresh environment will go a long way to helping things."
The fragility of South Africa's middle order has been a factor in their performances, but the team's bowlers played their role on Saturday by conceding 80 runs in the last 10 overs of Bangladesh's innings.
Mohammad Ashraful took full toll of the South Africans' lack of imagination on a docile pitch by hitting 12 fours in his 87.
Herschelle Gibbs added to South Africa's woes when he suffered a calf strain while fielding on Saturday.
Smith said Gibbs, South Africa's most experienced batsman in the middle order, had a "50-50" chance of playing on Tuesday.
With Smith summing up Saturday as "a very bad day at the office", he will be hoping there are no repeats from now on.