Yes, changing lanes on the freeway or changing lines at the supermarket is a bad idea — that is, unless you think you understand something about the traffic patterns that other drivers and shoppers don’t.

David Friedman addresses this in his Price Theory textbook:

When you are driving on a crowded highway, it always seems that some other lane is going faster than yours; the obvious strategy is to switch to the faster lane. If you actually try to follow such a strategy, however, you discover to your amazement that a few minutes after you switch lanes, the battered blue pickup that was behind you in the lane you left is now in front of you.

To understand why it is so difficult to follow a successful strategy of lane changing, consider that by moving into a lane you slow it down. If there is a faster lane then people will move into it, equalizing its speed with that of the other lanes, just as people moving into a short line lengthen it. So a lane remains fast only as long as drivers do not realize it is.

Here again, a more sophisticated analysis would allow for the costs (in frayed nerves and dented fenders) of continual lane changes. On average, if everyone is rational, there must be a small gain in speed from changing lanes–if there were not, nobody would do it and the mechanism described above would not work. The payoff must equal the cost for the marginal lane changer–the least well qualified of those following the lane-changing strategy. If the payoff were less than that, he would not be a lane changer; if it were more, someone else would. In principle, if you knew how much a strategy of lane changing cost each driver (in dents and nerves–less for those with strong nerves and old cars) and how many lane changers it took to reduce the benefit from lane changing by any given amount, you could figure out who would be the marginal lane changer and how much the gain from lane changing would be. By the end of the course, you should see how to do this. If you see it now, you are already an economist–whether or not you have studied economics.

It’s all a sophisticated way of examining comparative advantage — if you understand the lay of the land, the rules of the game, more than the other people around you, you have an advantage. It’s this kind of advantage that allows some people to make a killing in commodities trading, say, or allows other people to drive to Justin’s house in less than 30 minutes in medium traffic . . .