But if recent history has taught us anything it's that Los Blancos have made a point of not letting the best young talent slip through their fingers, with Brazilian and Palmeiras wonderkid Endrick Felipe next in their sights.
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Rewind to just over a decade ago and Neymar was emerging as one of football's hottest prospects at Brazilian club Santos.
His skills won him the 2011 Puskas award, however, but ended up at rivals Barcelona and, to rub salt into the wounds, won pretty much everything on offer.
And now they move fast to prevent things like that happening again.
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Federico Valverde's signing from Uruguayan side Penarol in 2016 showed Real weren't going to miss out of young talent again. Now 24 years old, he's played 168 times for Real since joining.
A versatile player known for his pace, stamina, and work rate, Valverde has already won two LaLiga titles a Champions League, being both the future and the present for Carlo Ancelotti's side.
The 20-year-old Eduardo Camavinga is another example of just one of the promising youngsters who have been more recently snapped up by Real.
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Having shone at Rennes in his native France where, at 16 years and six months old, he became the youngest player to ever play for the first team.
Since signing for Los Blancos in 2021 for £34.4m, he's played 60 games and is currently representing France at the 2022 World Cup, playing 90 minutes in the 1-0 loss to Tunisia and being on the bench for the rest of Les Bleus' ties.
Camavinga's international teammate, Aurelien Tchouameni, is another star who was snapped up by Real after impressing in France.
At the age of 18 he broke into Bordeaux's first team, before switching to Monaco, where the defensive midfielder helped them finish third in Ligue 1 two seasons in a row.
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In the 2022 summer window, Real didn't take any chances on missing out, with Liverpool trying to sign him, and swooped in with a bid that reportedly rose to £86.7million with additional fees included.
But splashing the cash has paid off for Los Blancos, with him appearing to be an ideal replacement for Casemiro, who joing Manchester United.
Not to mention he was the man who opened the scoring for his country with a long range effort against England at Qatar 2022.
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Real Madrid haven't given up on getting rising Brazilian talent on their books either, with 2022 World Cup starlets Vinicius Jr and Rodrygo both coming to the Santiago Bernabéu in 2018.
Vinicius Jr's transfer fee of £38million made him the second most expensive player in the history of Brazilian football - behind Neymar. Meanwhile Rodrygo signed for £33million.
Now, Brazilian Endrick could follow them.
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Much like when Neymar left South America, the 16-year-old Palmeiras striker has got all of Europe's giants' eyes on him.
And the Spanish giants are currently pursuing a deal for him.
Endrick will turn 18 in the summer of 2024, the age at which he'll be able to officially join Real's senior set-up.
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The teen has already won the Brazilian top flight with Palmeiras in his first season in the senior team, with him making his debut in October at 16 years, two months and 16 days of age.
Endrick has been at the Serie A club since he was 11 and scored 165 goals in 169 games for his club's youth team - earning him a spot in their men's side despite his age.
He netted his first two goals just 19 days after his debut in a 3-1 win over Athletico Paranaense, becoming the second youngest goal scorer in the history of Brazil's first division behind Toninho de Matos.
He may only be a few months into his senior career but the left-footed forward has already been compared to former Real Madrid striker and Endrick's idol, Cristiano Ronaldo.
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Speaking with Spanish outlet AS, Palmeiras academy director Joao Paulo Sampaio said: "He has quality, a strong personality and a champion mentality.
"In that regard, he resembles Cristiano [Ronaldo]. He trains hard, is kind and has humility. We love him very much because he makes himself loved. He tries to please everyone around him.
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"He has everything to be a world star in the future."
It is understood that Endrick has a €60million (£51.6million) release clause in his current contract, meaning any team signing the teenager will have to take a significant risk.
But it's likely Real Madrid will continue to ensure they don't miss out on anymore young talent, and definitely won't want Endrick to be Neymar 2.0.