Ever since the discovery of APOE ε4 around 25 years ago, researchers have been excited about the potential of a blood test for Alzheimer's disease (AD). Since then researchers have looked for genetic, protein, metabolite, and/or gene expression markers of AD and related phenotypes. However, no blood test for AD is yet being used in the clinical setting. We first review the trends and challenges in AD blood biomarker research, before giving our personal recommendations to help researchers overcome these challenges. While some degree of consistency and replication has been seen across independent studies, several high-profile studies have seemingly failed to replicate. Partly due to academic incentives, there is a reluctance in the field to report predictive ability, to publish negative findings, and to independently replicate the work of others. If this can be addressed, then we will know sooner whether a blood test for AD or related phenotypes with clinical utility can be developed.