I have 3 cup finals and won 1. U can cheat this game, u can be in a lower cup, decreasing the team Quality at the end of season.
I don't like this strategy coz I luv my players, and don't wanna sell them only for a Cup. They help me to win 5 Champions leagues in 5 consecutive editions, so...

Just don't worry, is like when you put 1 euro to play a "futbolin" with 3 friends, or u win, or you loose.
In both cases you will loose the 1 euro xD