The miraculous did not happen. The footballing fairytale could not be written but, in Swansea City's success, a modern parable has been penned.
A well-run club from the provinces, a local club for local people, run by fans for the fans, with a sensible and clear strategy, achieving success in a major final? This is not supposed to happen in times of avarice and billionaire owners' whims. Swansea's climb from the precipice of near-extinction to establishing themselves in the Premier League and now taking the League Cup across the Welsh border is an example, a blueprint to follow.
"There is a philosophy that has been there for six or seven years, and that makes it easier," victorious manager Michael Laudrup said. "If you talk economy and money, a club that is in the black at the end of the season... it's not very often you see that in football now."
The afternoon was cruel on Bradford City, but Swansea held their nerve where the weight of expectation was on their shoulders. Save for Nathan Dyer's embarrassing spat with Jonathan de Guzman over who should take the penalty for the fourth goal, Swansea's players were unerringly professional in completing the job. "We played well, we played with patience," Laudrup said.
His team played in an atmosphere that truly befitted a 'People's Final' in the fashion that Alan Hardaker, the Football League secretary who created the competition, envisaged in 1960. Olympic Way brimmed with excitement. West Yorkshire and South Wales accents filled the air. Even the tiresome Wembley pre-match entertainment was enjoyed with some gusto, each end a sea of waving flags, and the teams entering to a truly deafening greeting. Even in Laudrup's trans-Europe career, he might not have heard an atmosphere quite like this.
"I don't think I can compare this with something I have done before for the sole reason that it is one thing to win trophies at a club like Barcelona, Real Madrid or Juventus and another to win with a club like Swansea," he explained.
For clubs less used to visiting the national stadium, the north London concrete jungle still holds considerable romance. There was none of the entitlement that fans of the Premier League's giants often exhibit. An element of national pride was at stake too, with Bradford fans reminding their Welsh counterparts of their Englishness. The separatists among them also sang lustily of 'Yorkshire' - a republic in itself, according to some.
At first, Bradford fans were in the vocal majority, but Swansea's sound of an oversized male voice choir from the Welsh valleys was soon in the ascendancy. Two cities with small town friendliness of spirit, Bradford and Swansea have much in common.
Laudrup, the Dane with a footballing education rich in Spanish influence, replaced Chico Flores with Ki Sung-Yeung, a one-time attacking midfielder converted into central defensive libero.
Ki was required to do little in the way of defending as the game began with a pattern sustained throughout the 90 minutes. Swansea utterly dominated possession. Bradford's backline could only sit deep, their forwards having to feed off truly meagre morsels. When a Bradford forward pass was played, it was usually in the air. James Hanson regularly won the aerial duels, only for there to be no recipient for the second ball.
Swansea's total football approach was evidenced by full-back Ben Davies having their first good chance. The first goal came soon after. Bradford were in their most penetrating position yet but De Guzman made an interception and played in Wayne Routledge, whose run deep into Bradford territory pulled their defence out of position. Michu's shot was parried by Matt Duke and Dyer scored from a yard out.
The Swans did not settle for sterile domination. Leon Britton, the sole survivor from the clubs' last meeting in 2007, fizzed a long-range effort wide. That Britton, the pocket-sized anchorman, was so involved in attacking was another indicator of the structure of the game. Bradford just could not get out. Fans' exhortations to "get stuck in" were hardly applicable to a team that could not get near their opposition.
Their best chances of scoring were from dead ball situations, but one corner and two free-kicks were all they got, and they made poor use of them. "I would have loved to have made more of a game of it," Bradford manager Phil Parkinson was left to admit.
The first tackle in anger was made by Ki, an unlikely hatchet man, from behind on Nakhi Wells. Michu's goal just before half-time sent Bradford fans speeding to the concourse for liquid comfort. Pablo Hernandez's pass nutmegged Gary Jones, and the Spaniard impudently did the same to Carl McHugh with the ball going past Duke's despairing hand. A deathly silence fell on Bradford's fans but, to their credit, they cheered off their team after a half that must have been wholly dispiriting.
A significant proportion of Bradford fans entered the second half only to see their remaining vestiges of hope extinguished. Latecomers' first sight was to witness Dyer's second, struck with his left after Routledge's through ball and Michu's stepover. The gloom descended deeper when Duke's foot tripped De Guzman in the box and the keeper, so often a hero on the route to Wembley, was dismissed.
Referee Kevin Friend used the letter of the law for his decision, but little appreciation of the occasion or the flow of the match. "I felt the referee could have used his common sense in the context of the game," Parkinson said. "With the greatest of respect, I don't think we could have come back and won 5-4."
Dyer performed his Violet Elizabeth Bott impression when De Guzman did not grant him the chance to grab a Wembley hat-trick. De Guzman scored, and celebrated with team-mates while Dyer sulked alone as he trotted back to his own half. The two-goal hero became a spoilt child and, when he was taken off with 14 minutes to play, Laudrup had to put a fatherly arm around the still-moaning player. "It was our first penalty, so it's my fault. I didn't designate the penalty taker," the manager said with a smile. "I forgot."
Bradford's fans showed their own appreciation of the occasion with an awesome show of support when all was lost. Their first corner, in the 85th minute, was cheered as though it were a goal. Gary Jones' shot a minute later received even louder treatment. A throw-in was roared, too. Even De Guzman's injury-time goal did not quieten them. Flags were kept waving right to the very end, and Bantams fans stayed to applaud their fallen heroes as they made their way to receive their losers' medals.
Bradford's run to Wembley had been the story of the season in English football. The League Cup, however, is deservedly Swansea's. Their path to glory ought to serve as a valuable lesson to others.