[gdavisson]

Except that sometimes chasing these unicorn entitles leads to... finding the unicorn entities.

That's basically what happened with the neutrino. Neutrinos were originally proposed in 1930 by Wolfgang Pauli to solve apparent violations of energy and momentum conservation in beta decay. He suggested that the missing energy and momentum were being carried off by some additional -- undetected and mostly undetectable -- particle. For a while, it looked like these proposed ghost particles might never be detectable, but Fred Reines finally managed it... in 1956, 26 years later.

So don't write off unicorn particles. Sometimes they're real, even if you have trouble detecting them.