ON THE eve of Arsenal’s last visit to Old Trafford two months ago, Arsène Wenger said this: “When you lose, you are destroyed. As long as winning means something to you, you go for it, because in this life you sacrifice nearly everything for the next game. I personally believe it matters to the last day of your life.”

He then shocked us by doing something we had not seen in his time as a manager in England – he lined up a team to surrender in the FA Cup. This afternoon he returns to what could be the total destruction of Arsenal’s season. The FA Cup, he gave away. The Champions League was taken away at Anfield.

All that is left in the brutal way we judge success or failure by trophies is the Premier League.

Sometimes we should pause to consider what we wish for.

Only three clubs, Manchester United, Arsenal and Chelsea, have won the Premiership in the past 13 seasons – and only two of those have put the manner of winning above the base pragmatism that Jose Mourinho set up and that Avram Grant has not yet been able to change at Chelsea.

If Wenger truly believed that winning was everything, losing is destruction, his team has a funny way of pursuing it. For 25 minutes at Anfield, Arsenal outplayed Liverpool. Their Pimpernel movement, their precision passing, their collective audacity in front of the Kop was on a level that Liverpool could not live with.

The problem – Arsenal’s perennial problem even when Thierry Henry was in form – was that it amounted to less than it was worth. One goal for almost half an hour’s supremacy was not enough, especially at Anfield, and especially given the gauche way that Philippe Senderos failed to defend two of the Liverpool goals.

Wenger studies his players more closely than most managers, and he constantly lifts a performance and an esprit de corps that confounds the critics.

This season Arsenal have been ahead of the game in competing right at the very top while the manager was clearly rebuilding, redesigning his team.

He spends one pound for every four of United, or even more of Chelsea. He lives with a £365m mortgage, and with his credo of preferring to buy unheralded starlets from Europe, Africa or South America to mould into the style that means so much to him.

There is cause to believe that Wenger is surprised by how swiftly his class of 2008 gelled. There is also reason to suspect that he was caught out by the run of injuries that deprived him of Tomas Rosicky, Abou Diaby, Denilson and Robin van Persie for so many months, and now, critically, Eduardo, Bakari Sagna and Mathieu Flamini. Manchester United, possibly even Chelsea, would be seriously diminished by losing such core players. Yet their greater spending habits afford them appreciably deeper squads. Look at the rise at Old Trafford of the Brazilian Anderson to such effect that Michael Carrick, Owen Hargreaves or Paul Scholes can be left out.

Wenger surely knew that he was thin on reserves, but the flying start that Arsenal made and then sustained this season meant he could not protect Cesc Fabregas, Emmanuel Adebayor and Alexander Hleb by resting them at vital times.

Rotation, rotation, rotation became a mocking term for Rafael Benitez, until his post-Christmas period revealed Fernando Torres and Steven Gerrard to be so full of running when the business end of the season came. Yet, from the comfort of the sidelines, it does appear that Wenger made too little use of such players as Gilberto Silva and Theo Walcott. They are at different ends of the ageing process, but Gilberto is still first choice for Brazil, and it speaks volumes that Walcott, just turned 19, sidled up to his manager at training recently and suggested that he was ready for more responsibility, more games.

When finally Wenger brought him on against Liverpool, did you ever see a more dynamic run, a more fulminating expression of pace and art as the 75-yard sprint with the ball that took Xabi Alonso, Fabio Aurelio, Javier Mascherano and Sami Hyypia out of the game within seconds and created Adebayor’s goal? The philosophical Monsieur Wenger explains once more that nurturing a talent sometimes requires patience. This is the same manager who put Fabregas into the team at 16 and allowed him to grow so rapidly into the fulcrum of midfield – where stamina is most put to the test – that Arsenal could sell Patrick Vieira the next season. This is the guru who can talk up his beliefs so convincingly that they, over a decade of change, somehow reflect his insistence that style and effectiveness are compatible.

His players are selected to express that philosophy, even when, as now, the mentor thinks the world and the referees are against him. It doesn’t matter that the manager is as ungracious in defeat as most of them, Ferguson included.

The players are chosen to do it his way. The fans have little option but to believe in it, hard though it must be for Arsenal supporters paying £1,800 for a season ticket in the era when style without silverware is deemed inexcusable.

If you follow The Arsenal, where the cups dried up with the stadium move, it must be hard going up to Manchester, where the Theatre of Dreams remains open to hunting down the trophies, in style.