North Queensland have come from eighth spot, were rated as a $151 premiership outsider after losing their two best players and are about to face a side everyone expects to win.
But trying telling Paul Green his team has nothing to lose in Sunday's decider against Melbourne.
"I find it really, funny is the word, when people say you've got nothing to lose in a grand final," Green said.
"Anyone who says that has never played in a grand final and never made it to a grand final. That doesn't make sense at all. We've got as much to lose as what Melbourne Storm do, but we've managed to keep a really good attitude, a relaxed attitude and calm approach to the games.
"The belief and the enjoyment you see in the players and the coaching staff is genuine, that's what has made it so easy."
The Cowboys finished their preparations with a final training session on Saturday. Their preference would have been to have a run on ANZ Stadium, but the Storm had first choice of timeslots due to their superior finishing position. Instead, the Cowboys trained at Kogarah Oval, with all players coming through unscathed. That means representative forward Matt Scott, named on an extended bench, won't be called upon to make a miracle comeback.
"It was more a medical thing. It wasn't about my opinion of him as a player," Green said.
"I don't have to go on about how good a player he is, how much respect I have. It's not about that, it's about the risk.
"The fact is he's seven months after an ACL, he's in the high-risk category. It's as simple as that."
The Cowboys have faced plenty of adversity throughout their premiership campaign. Had the Dragons held on against Canterbury in round 26 the northerners wouldn't have even qualified for the finals. But having scraped in, they have taken the big scalps of Cronulla, Parramatta and the Roosters in an unlikely run to the biggest day on the rugby league calendar.
"The resilience has been built through what we've been through this year," Green said.
"Not only losing players injured before games, but during games as well. At different stages this year we've had to reshuffle the team. The last time we played Melbourne was one of those occasions – we had Ethan Lowe and Coen Hess playing in the centres.
"When you go through that as a group, it not only builds resilience but also builds a bond because you've been through it together.
"You know the bloke next to you isn't going to let you down, that's the main thing at this time of the year."
While Scott and Thurston haven't taken the field for months, they have still contributed to the cause while injured.
"They've played whatever role they can to help in any way they can," Green said.
"That's a sign of them as leaders and as men as well. Matt Scott, I feel for him. He's had a tough week. First of all, putting himself out there to make it and then dealing with the fact that he's probably not going to play now, too.
"That's been really tough for him to deal with but it shows the character of him to do whatever he can for the team. That's what it's always about by making himself available."
Asked his final message before kick-off, Green said: "Pretty similar to what it has been the last few weeks. I'm just looking for a little bit more improvement in all areas from last week. I think we've been doing that, we've been getting better which has built that belief.
"It's the same message. Yes, it's a grand final but our game is good enough. We just have to make sure we do it for long enough."