Diagnostic tests are typically used to help the physician select among available management options. When two or more tests are available, using them sequentially is potentially more efficient than simultaneously performing multiple tests, in that the former approach may allow the physician to perform fewer tests. In particular, we demonstrate that if two common conditions are met, any simultaneous strategy involving at least as many tests as management options can be replaced by a sequential strategy with the same outcome and a smaller expected number of tests. It follows that, in many clinical situations in which the benefits of performing fewer tests outweigh the costs that may result from delaying diagnosis, simultaneous strategies cannot be optimal. This result can decrease the number of diagnostic strategies that the physician or decision analyst needs to consider.