Expect Rayo to line up in their usual 4-4-2, a shape built for compactness and rapid transitions. They will sit in a mid-block, let Madrid have the ball, and look to spring Isi Palazón and Álvaro García in behind the full-backs. The double pivot will work overtime to screen the back four, and they'll try to make the game ugly — second balls, fouls, set pieces. Real Madrid, predictably, will set up in their 4-3-3, with Jude Bellingham arriving late into the box like a knife through the lines. The full-backs will push high, the wingers will hug the touchline, and the midfield trio will look to dominate possession. The key battle will be in the half-spaces: if Madrid's wide runners can isolate Rayo's full-backs, they will create chances. But Vallecas is narrow, the pitch is tight, and the crowd will roar every tackle. Madrid must be patient — and they usually are.