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Relegation is a lot of money lost though when it comes to TV rights and such and to top it off a trophy maybe a rarity for teams but it's not guaranteed you'll return no matter how used to it you are look at Sunderland for reference they may actually drop into third tier and they've been up and down for years.

It's better to stay in tier 1 than win a cup and drop out because years later that cup win won't make up for anything if you can't make it back.