What could possibly be bad about eating like a hunter-gatherer? A lot, apparently. Earlier this year, the Paleo Diet came in 31st—that is, last—in the U.S. News & World Report Best Diets Rankings, losing out to other popular plans, including the Mediterranean diet, DASH, and the flexitarian diet. The primary reason: It's tough to follow.

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This may be especially true for women. In a new Swedish study, researchers tracked the progress of 35 females asked to follow the Paleo plan for two years. After 24 months, they had dropped an average of 14 pounds—but the women said their weight loss came with some serious struggles:

You have to give up cheese, bread, and wine. After the first year, the Paleo dieters had shed 19 pounds but then regained five back by the two-year mark. What happened? The women found it tough to resist the plan's forbidden foods—especially cheese, bread, potatoes, and wine—for the long haul, especially if they didn't like fruits and vegetables, which the plan emphasizes.

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The diet is complicated. The women in the study said they constantly found themselves wondering: What am I allowed to eat? The result: They felt insecure about their ability to adhere to the diet (and we all know how critical confidence is to weight loss). In other words, the Paleo prescription is so different from most women's normal way of eating that the amount of change required can be overwhelming.

There's little variety. Participants felt that the diet was so restrictive and had such little variety that they couldn't keep it up. One woman complained that she had to peel shrimp for breakfast every Saturday morning, while her husband ate whatever he wanted. Not fun.

It's pricey. Meat and vegetables—two staples of the caveman diet—are among the priciest items in the supermarket. In fact, many of the women said it would be less expensive to dine out at restaurants than to stick to the Paleo plan at home.

Of course, that's not to say that some of the major tenets behind the Paleo diet—like eating whole foods and loading up on produce—are bad ones. Any diet that involves rigid restrictions is going to be hard to stick with—but the more you approach healthy eating as a mindful lifestyle change and not just a list of rules to follow, the easier it will be to implement long-term.

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