In this chapter I respond to an objection that theories like mine are committed to implausible closure failures in cases where choosers have very similar options to choose between. I show that the objections rely on the assumption that the chooser aims to maximise expected utility, and this isn’t the right criteria of correctness for decisions in close call situations. It isn’t true that when one is selecting cans off the supermarket shelf, one’s selection is rational iff it is utility maximising. Rather, the rational chooser in such a situation will adopt a strategy that has the best long-run consequences. In this case, the strategy will probably be something like the strategy of picking arbitrarily unless it is clear that one of the choices is defective. Given a theory of rational choice that emphasizes the importance of decision making strategies, rather than the importance of utility maximisation, my preferred epistemological theory gets the right answers. There are two traps to avoid here: closure failure and scepticism. And the focus on strategies, and on choices by ordinary humans not by idealized utility maximisers, lets us avoid both.