Perhaps you are already aware that Real Madrid have won all seven of the European finals they have contested in the Champions League era. Include the back-to-back UEFA Cup wins of the mid-1980s and it is nine out of nine.
If these games were coin tosses - and they have included matches against Juventus, Atletico Madrid and Liverpool - then the odds of winning that many in a row are over 500 to one. No wonder they say that Real Madrid do not play finals, they win them.
But there is another feature of Madridismo that Liverpool must overcome if they are to lift the trophy in Paris on Saturday evening and that is the comeback - la remontada. There have been plenty of them by Real Madrid en route to this Champions League final.
Two goals down with half an hour remaining against Paris Saint-Germain in the round of 16, they were 10 minutes away from elimination against Chelsea in the last eight too. Against Manchester City in the semi-final, they were two down after 89 minutes and won.
Supporters refer to it as the spirit of Juanito, the former player around whom the mythology of the Madrid comeback has been constructed. It was he, in one of those aforementioned UEFA Cup runs, who entered folklore with talk of its inevitability against Inter.
Having been beaten in the away leg of their semi-final, Juanito told any opponent who would listen - in Italian - that 90 minutes is a long time at the Bernabeu. So it proved - and so it has continued to prove for many of their opponents in Europe to this day.
Así gana el Madrid. This is how Madrid win, so the chant goes.
That belief in destiny, the winning mentality that convinces players and supporters that anything is possible no matter how unlikely it might seem, is a thread that runs through the club. Two goals needed against Manchester City with the clock ticking? Still possible.
Rodrygo, the scorer of both goals in that extraordinary semi-final, thanked the divine. Thibaut Courtois, the goalkeeper whose save from Jack Grealish just moments before had facilitated what followed, urged people not to even try to explain it.
But perhaps there is an explanation.
Matt Shaw is a performance psychologist who has worked with many sports figures in his role at InnerDrive. Visualisation is a key part of his work. "At an individual level, being able to see what you want to happen is really important," Shaw tells Sky Sports.
But could it work for entire teams too? "As long as the whole team shares the vision and everybody is aware of what behaving in accordance with that vision looks like and it is what they are focusing on. If everybody has a similar picture it can be really important."
When plans go awry, some teams can deviate from the plan, forget what brings success. Panic sets in. Manchester City went away from their natural game when they fell behind in the Bernabeu, but Real Madrid amplified their own. When desperate, they kept cool.
"When under pressure in those situations, they seem more comfortable. If you watch those recent comebacks, what they do really well is they are quite flexible. They can adapt when they need to. It looks like the team is full of really good learners and problem solvers.
"They also look like they are good at bracing themselves. You hear a lot of managers talk about withstanding a period of high pressure, getting through that and then implementing their game plan. If that is a shared goal and they can see that, it become self-fulfilling.
"It makes it more manageable if they need to bounce back. They could feel like they were aware it was going to happen, so it has that bracing effect. They know that they need to withstand pressure so when they do withstand pressure it is not too unfamiliar."
This idea of the self-fulfilling prophecy of the Madrid comeback can become very powerful. "If we believe something will happen, we probably behave in a way that more closely aligns to that and makes it more likely to happen so it keeps happening," says Shaw.
Even more so when it is shared by the opposition.
For all their feats this season and in so many two-legged ties in Europe through the years, Madrid have fallen behind in only one of their seven finals in the Champions League era. That was in Lisbon in 2014 when they were behind until the 93rd minute.
The opponents were Atletico Madrid, crosstown rivals with an inferiority complex built into their psyche. The club had never won the European Cup - and still haven't. Even in stoppage time, there was that sense that Real Madrid are never beaten until they are beaten.
It could not happen, could it? It did not.
Instead, Real Madrid won La Decima. A 10th title.
As they saw it, their destiny.
Perhaps it is significant that Paris Saint-Germain and Manchester City - two more clubs never to have won the European Cup - became victims of the Madrid mythology this season. When it went wrong, they saw it as the end. Madrid see it as the start.
"The key part in that - and I think Real Madrid have demonstrated this, which makes it more powerful - is that their behaviour clearly aligns to that self-fulfilling idea that we can bounce back if we need to. Every time they need to bounce back they act in accordance with that.
"It might be that they increase the intensity. They can reflect on the fact that they do have what it takes when they need it most, they do have the resources to meet the demands of the task. That part is self-fulfilling: they believe in the behaviour they exhibit.
"You combine that with the confidence of the previous rounds and the fact that those comebacks are their most recent experiences in the competition, I actually think that is a brilliant way to ensure that they have high belief. It probably becomes more enduring.
"It would be very rare to have to motivate players for a Champions League final but if you did have to motivate players, that would be a brilliant source of motivation."
Of course, Liverpool, chasing a seventh European Cup, are a football club with a mythology all of their own. They do not share the emotional hang-ups that Real Madrid have been able to exploit in some of their earlier opponents in this competition.
Carlo Ancelotti, the Madrid coach, was even on the receiving end of perhaps the most famous comeback of them all when his AC Milan side lost a three-goal lead to Liverpool in the 2005 Champions League final. Their belief will not fade if they go behind either.
"Overall, what I find fascinating about this is that you have two high-performing teams and both look like they are really resilient environments. What you need for a resilient environment is high challenge and high support and I think you see that in both squads.
"Whichever team had to come from behind, it makes that much easier to do when you have the high challenge to push you there and the high support to know that you can take risks or that if things go wrong then that is OK as well."
Expect anything when these two teams meet on Saturday. Just do not expect the first goal to be the end of the story.