Australian Neil Robertson ended Steve Davis's hopes of a first ranking title in 12 years by winning their Welsh Open semi-final on Saturday.
Robertson has beaten Hendry, O'Sullivan and Davis this week
Robertson came through 6-3 to set up a final against Andrew Higginson, who later beat Stephen Maguire 6-3.
After the first two frames were shared, Robertson took control with breaks of 70, 109 and 79.
Davis stayed in touch with efforts of 74 and 91 but Robertson wrapped up the win in frame nine.
In his last three matches left-hander Robertson has beaten Stephen Hendry, Ronnie O'Sullivan and now Davis - players with 15 world titles between them.
It's a dream, totally surreal
"They've won lots of times at the Crucible and countless other tournaments as well so you could say it's been a big week for me, scalping wise," said Robertson.
"But it'll all count for nothing if I don't keep my focus in the final."
Davis was left to rue three wasted chances in the second frame, having won the first.
"I missed one really easy red and in the next few frames let him in with some loose safety shots. When you do that Neil scores a lot of points," said Davis.
"If your safety doesn't work against him there's damage done."
Higginson is only the second unranked player, after Terry Griffiths in the 1979 World Championship, to appear in the final of a ranking event.
"It's a dream, totally surreal," he said. "The ranking points, the money, the experience - everything is a massive bonus.
"This is unbelievable. Before the start I was very nervous because I suddenly realised that I'd got a great chance to do something that was beyond my wildest dreams.
"The way I took to being in my first semi-final surprised me. I felt so comfortable all the way through.
"I've been hitting the ball better than I've ever done and it carried on against Stephen.
"If someone had told me before I came here that I'd be in the final I'd have sent them for a drugs test."