The Word says that the man who says he has no sin decieves himself and if we say we have not sinned we make HIM a liar, for HE has said that "all sin."
1Jo 1:6-10 If we say we have fellowship with him while we walk in darkness, we lie and do not practice the truth. 7 But if we walk in the light, as he is in the light, we have fellowship with one another, and the blood of Jesus his Son cleanses us from all sin. 8 If we say we have no sin, we deceive ourselves, and the truth is not in us. 9 If we confess our sins, he is faithful and just to forgive us our sins and to cleanse us from all unrighteousness. 10 If we say we have not sinned, we make him a liar, and his word is not in us.
The writer of Hebrews took up this topic:
Hbr 10:1-4 For since the law has but a shadow of the good things to come instead of the true form of these realities, it can never, by the same sacrifices that are continually offered every year, make perfect those who draw near. 2 Otherwise, would they not have ceased to be offered, since the worshipers, having once been cleansed, would no longer have any consciousness of sins? 3 But in these sacrifices there is a reminder of sins every year. 4 For it is impossible for the blood of bulls and goats to take away sins.
So, clearly, while under the law -- or IF under the law -- one's sin yet remains to be removed, for the law cannot actually remove sin, we still sin, even if perfectly under the law.
But, Christ came and crucified sin FOR US.
Hbr 10:5-14 Consequently, when Christ [fn] came into the world, he said, "Sacrifices and offerings you have not desired, but a body have you prepared for me; 6 in burnt offerings and sin offerings you have taken no pleasure. 7- Then I said, 'Behold, I have come to do your will, O God, as it is written of me in the scroll of the book.'" 8 When he said above, "You have neither desired nor taken pleasure in sacrifices and offerings and burnt offerings and sin offerings" (these are offered according to the law), 9 then he added, "Behold, I have come to do your will." He does away with the first in order to establish the second. 10 And by that will we have been sanctified through the offering of the body of Jesus Christ once for all. 11 And every priest stands daily at his service, offering repeatedly the same sacrifices, which can never take away sins. 12 But when Christ had offered for all time a single sacrifice for sins, he sat down at the right hand of God, 13 waiting from that time until his enemies should be made a footstool for his feet. 14 For by a single offering he has perfected for all time those who are being sanctified.
Note WHO does the action above, and the verb tenses of that action...
CHRIST takes away the sin, and HIS effects are applied to us. HE is doing the applying, not us. And, eventually, all -- whether or not they like it -- WILL be placed under His feet on behalf of those WHO ARE BEING sanctified by HIM.
Further:
Hbr 10:15-23 And the Holy Spirit also bears witness to us; for after saying, 16 "This is the covenant that I will make with them after those days, declares the Lord: I will put my laws on their hearts, and write them on their minds," 17 then he adds, "I will remember their sins and their lawless deeds no more." 18 Where there is forgiveness of these, there is no longer any offering for sin. 19 Therefore, brothers, since we have confidence to enter the holy places by the blood of Jesus, 20 by the new and living way that he opened for us through the curtain, that is, through his flesh, 21 and since we have a great priest over the house of God, 22 let us draw near with a true heart in full assurance of faith, with our hearts sprinkled clean from an evil conscience and our bodies washed with pure water. 23 Let us hold fast the confession of our hope without wavering, for he who promised is faithful.
Christ has paid the penalty. The Holy Spirit (whom we dare not blaspheme by saying that He has not...) bears witness with us of this truth. Christ writes His law on our hearts and in our minds -- we do not do that ourselves as some here have suggested -- and because CHRIST has done this great work we can enter the holy place as one righteous, not of our own efforts, but solely dependent on HIS. HE sprinkled our hearts with HIS blood. HE is faithful, even when we are not.
Our job then is to remind each other of this great gospel work! We are to gather together in such a manner as to worship the ONE who did this great atoning work for us. We are to remind each other to stop trying to sin against God. And, further, if we wilfully continue in our sin we must realize that there is NO FURTHER SACRIFICE THAT CAN BE MADE.
Hbr 10:29 How much worse punishment, do you think, will be deserved by the one who has spurned the Son of God, and has profaned the blood of the covenant by which he was sanctified, and has outraged the Spirit of grace?
When we turn to our OWN EFFORTS we spurn the Son of God who did what we could not do. We profane the ultimate sacrifice, but there is no further "annual sacrifice" as was present in the OT to deal with our new sins against our Lord.