So, you ask, if there's a high chance of failure, why do they persist?
There's two main reasons. One, 10 overs of McCullum going like a bat out of hell is going to put New Zealand in an excellent position, just like it did in the opening match against Sri Lanka in Christchurch, and chasing small totals against England and Australia. Two, when McCullum fails, he's not going to chew up precious deliveries while doing so.
In the position he is in, as a pinch-hitting opener, 12 runs off eight balls is more helpful to the team cause than, say, 20 off 30. Kane Williamson, Ross Taylor and even the red-hot Martin Guptill need those balls to get set. That's why, even when McCullum's contribution is little more than a cameo, it helps.
Is it a foolproof plan? No, but there has yet to be a foolproof plan when it comes to cricket.
Pundits often forget there are 11 top players on the other side who know what you want to do and are pretty keen to prevent it happening. It's not tee-ball; there are world-class bowlers on that South African side who might well dismiss McCullum - or any of his teammates for that matter - early, regardless of what mode of batting they employ.
There's a very real risk that if McCullum goes early, it lifts the spirits of the Proteas and they grow a little bit taller and a little bit nastier. Although momentum is a nebulous concept, we have seen sides, including New Zealand and South Africa, get on rolls both good and bad during this tournament.
McCullum could light a fuse under Dale Steyn and the Proteas and then it will be up to others to put it out. So far, they've been up to that challenge.
The only way you'll see him reined in is if, reverse touchwood, he finds himself at the crease and Guptill and Williamson have been nicked out early.
Here's the main reason New Zealand aren't going to change the way they play: they're winning.
They've won at this tournament with McCullum blazing 50 and they've won with him out for single figures. They've won because they have a plan, they trust the plan and every player has bought into the plan.
If they stick to their guns and South Africa outplays them today at Eden Park, they'll be gutted. If they get a bit more conservative and lose, they'll never get over it.
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