It does seem like a lot comes out - I kept mine to monitor it (yuk, I know). The test for me was whether it was noticeable. I ended up after No. 2 with a fairly wide strip across my head from ear to ear which I found quite obvious and distressing - no combover possible. That's when I decided that it wasn't worth continuing. I was really only doing it to lessen the distress for the kids and their response was overwhelmingly to stop trying if it wasn't working. I think it did ease them into it, though.
If you do stop, there's lots of videos out there about how to tie great scarves and you may find a wig library in your area which makes it cheaper (I wear a wig maybe once a week so it really may not be worth spending a lot of money on one).