I think you're right about it just being a statistical aberration. If you are bummed about losing it, you can always bid more next time.
One method I sometimes use but haven't ever heard mentioned before is to bid a few dollars over your theoretical max for the specific item. You know that you will win some auctions for well under you max, and some for a buck or two over and it will eventually even out. You'll win more auctions, and your average winning bid will be right around your average max bid.
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