The Scot made three substitutions with the game still goalless and changed the system from 3-4-1-2 to 4-4-2.
Just minutes later a Joe Wright mistake led to Walsall breaking the deadlock.
The Saddlers quickly added a second and put the game to bed in the 80th minute following a mistake from substitute Rodney Kongolo.
“You set a team up accordingly and looking at the players we had available I felt the shape of the team [was fine],” said Ferguson during his post-match interview.
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“I honestly don’t think it had anything to do with tactics.
“We made the changes, we brought Coppinger and Kongolo on and went to the diamond but goals do change games.
“Clearly you had one performance that you [local media] felt was okay, I wasn’t too sure about that. It certainly wasn’t horrific.
“And then you lose a goal and it becomes horrific very, very quickly.
“So there’s reasons for that.
“On the back of a good win against Portsmouth and a win against Southend, that made it surprising.
“It was a hugely disappointing day and I haven’t seen a performance like that in the last thirty minutes for a while.”
Ferguson later said centre back Mathieu Baudry, who has just returned from a lengthy lay-off with an Achilles problem, was brought off after 56 minutes to accommodate the change in shape.
“It was just a change of shape,” he said.
“We went to a back four and a diamond in the middle of the park
“I just felt Copps can give you the quality and Kongolo a little bit of energy.”