The Emirates boss is on a high after eight wins in 10 matches.
That record has seen his team rocket up the Premier League, make the Carling Cup quarter-finals and take a major step towards Champions League qualification.
Arsenal face West Brom today - 3-2 victors in North London last season - with Wenger admitting: "You never know in my job.
"It's like being on a boat which goes across the world. You never know when the next storm will come.
"I believe we are in a position where the last thing that should creep in is complacency. We have come so far from difficult times.
"I feel we have an intelligent group and so we need to realise there is a lot more for us to achieve to come back into an even stronger position.
"I have enjoyed the last few weeks very much. I have felt the spirit in the dressing room is good, that they will do absolutely everything to get out of that difficulty.
"Personally, it was tough. We didn't win games. But it was enjoyable, as you could feel the core strength of the team was very positive.
"The turning point was the first win against Swansea. After we lost at Manchester United, we had a break and then we played at home and won - just.
"The key is not to lose two or three games on the trot, for after that it is like being in quicksand."