And everyone seems to have a theory why.
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Sanchez, 27, has scored 29 goals in his 66 appearances for the Gunners since moving from Barcelona in 2014 and Wenger feels his attributes lend themselves to leading the line.
But perhaps Patrick Vieira is actually one of the best men to ask what has gone wrong.
He’s the captain who was at the centre of the club’s most successful ever season..
Vieira, who is now in charge of New York City FC in Major League Soccer, believes that Arsene Wenger needs to bring in some more powerful players if Arsenal are to end their 13-year title hoodoo.
“I think there’s a lot of solidarity at the back and we got a lot of help from the midfield players because they defended well from the front”.
But Wenger pointed to the performance of 20-year-old centre-back Rob Holding, a low-key signing from Bolton Wanderers last month, as evidence that Arsenal are still bringing talented players to the club.
“The Invincibles had it all. If we find players who can strengthen our team then we are not reluctant to spend the money”.
‘But I just have a feeling they are missing something – the physical presence, the personality.
With just one point from their opening two games Arsenal have had a less than satisfactory opening to their 2016/17 Premier League campaign.
Arsene Wenger bridled at questions over his perceived lack of spending at Arsenal following Saturday’s goalless draw with Leicester City at the King Power Stadium. But spending the money in itself is not a quality.
Mahrez, who turned down a move to Arsenal over the summer to the delight of the home fans, who chanted “Mahrez thinks you’re s**t” to the away supporters, nearly nicked all three points deep into injury-time following a mazy run, but the reigning PFA Player of the Year ended up shooting straight at Cech.
Wenger was unable to sign Jamie Vardy earlier this summer, but despite reported interest in Romelu Lukaku, Alvaro Morata and Gonzalo Higuain, the Gunners are left with the same striking options to which they ended last season.
“I don’t understand it, the flawless example is Ajax”. The ideal example is Ajax when you see all the old players working for the club.
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He said: “I will spend £300m if I find the right player, and we have £300m”. He said, “I’m disappointed not to have ex-Arsenal players working at Arsenal”.
