Pretribulational teacher J. Dwight Pentecost asserts,

If the Day of the Lord did not begin until the second advent, since [the second advent] is preceded by signs, the Day of the Lord could not come as a “thief in the night,” unexpected, and unheralded, as it is said it will come in 1 Thessalonians 5:2. The only way this day could break unexpectedly upon the world is to have it begin immediately after the rapture of the church (Things to Come, p. 230).

According to Pentecost the Day of the Lord is not preceded by any signs. How can such a noted prophecy teacher in his day get it so wrong? The Scriptural evidence refutes such an assertion:
“The sunlight will be turned to darkness and the moon to the color of blood, before the day of the LORD comes- that great and terrible day!” (Joel 2:31)
“Look, I will send you Elijah the prophet before the great and terrible day of the LORD arrives.” (Mal 4:5)
“Now regarding the arrival of our Lord Jesus Christ and our being gathered to be with him, we ask you, brothers and sisters, (2) not to be easily shaken from your composure or disturbed by any kind of spirit or message or letter allegedly from us, to the effect that the day of the Lord is already here. (3) Let no one deceive you in any way. For that day will not arrive until the rebellion comes and the man of lawlessness is revealed, the son of destruction.” (2 Thess 2:1-3)
Yes, the Day of the Lord will come as a thief in the night, but not for believers. Perhaps, Pentecost should have read a little further:
“But you, brothers and sisters, are not in the darkness for the day to overtake you like a thief would.” (1 Thess 5:4)