The Sky Blues head to Gosford on Saturday in a bid to snap a four-match winless run - including three losses - against crisis-hit and coach-less Central Coast Mariners and keep one hand on the Premiers' Plate.

A loss coupled with a Newcastle Jets win in Adelaide would bring the second-placed Jets within two points to set up a fretful final three rounds, a near-unfathomable situation just six weeks ago when they sat 12 points clear at the summit.

Arnold was loath to entertain any suggestion his record-breaking defending champions had lost their invulnerable aura despite last week's drama-packed 2-1 loss to Brisbane Roar - their first A-League defeat at Allianz Stadium in 715 days.

And the Socceroos coach-in-waiting said statistics from the last two games proved his squad had not lost their heads since receiving news he would be leaving the club at season's end.

What the 54-year-old did offer was an unlikely assessment of a side with a five-point league lead.

"The way I see it is we're the underdogs in this competition," Arnold said.

"We're the underdogs because everyone is trying to stop us from making history.

"Being the underdogs that we are in trying to create history - which no team has done before - it's a great challenge for the players.

"We really have to get the siege mentality, that it is us against the rest of them."

On Saturday 'them' is the Mariners, who languish in ninth but have been a rare source of bother this season, beating Sydney at home 2-0 in November and holding them to a 1-1 draw at Allianz in January.

Coach Paul Okon's abrupt midweek resignation casts even more unpredictability on this clash, though Central Coast's problems suggest the Sky Blues will take three points with little fuss.

Arnold admitted he was surprised by Okon's decision to walk away.

"It's only four games to go," he said.

"Paolo is a great coach and a great person, so it shows there's obviously more behind the scenes.

"But I have no idea so for me to comment would be wrong. But it surprised me."

With a fortnight free of AFC Champions League commitments, Arnold has a full complement of players bar Josh Brillante, who is in Oslo hoping for game time in the Socceroos' pre-World Cup friendlies.

The Mariners are short, with Antony Golec having surgery on his broken tibia this week and fellow defender Alan Baro struggling with a hamstring issue, while Tom Hiariej (groin) is almost certainly out for the season.

STATS THAT MATTER:

* The Mariners have won four of their last six games immediately after conceding five or more goals in the game prior

* Sydney FC have lost their last two A-League games; they haven't lost three in succession since October-November 2013