Saturday’s 0-0 stalemate with struggling Brighton stretched Wednesday’s sequence of matches without victory to six games.
After beating Nottingham Forest at the City Ground last month – to move six points off the play-offs – Wednesday have drawn three and lost three to see them slip into mid-table.
Stuart Gray’s side are 13 points off the top six, and face title-chasers Derby County and Middlesbrough on consecutive Saturdays next, with a trip to Millwall squeezed in between.
McGugan, one of six new signings in the January transfer window, believes the Owls are close to rediscovering that winning feeling.
Against Brighton, Wednesday created a hatful of chances, poor finishing and visiting goalkeeper David Stockade combining to force the Owls’ eighth goalless draw of the season.
“Right now, with results not so good, the most important thing of all is that we stick together,” said McGugan, on loan from Watford until the summer.
“Stick together as a squad, stick together as a club. We want to do better, for ourselves and, of course, for the manager.
“It will change, hopefully in our favour. The Brighton match could have been so different, that’s for sure. It will turn, I’m certain. Perhaps it will need a lucky goal, something bouncing in off a deflection. I’m not going to say someone will cop a packet from us one day, but we always remain positive.”
Wednesday’s cause at Hillsborough – where they have scored just eight goals in 16 games – has not been helped by a poor pitch and new owner Dejphon Chansiri plans to tear it up in the summer and lay a new surface.