Gray sits out tour to Ireland
Per Mertesacker sees progress at Arsenal and is confident they can end their trophy drought in 2013/14.
The Gunners finished last season with a flourish, allowing them to secure a top-four standing and a place in the UEFA Champions League.
The challenge now is to build on those efforts and challenge for major titles.
It is well-documented that Arsenal have gone eight years without landing silverware, but Mertesacker is convinced that Arsene Wenger is piecing together a side capable of ending that barren run.
The Germany international defender said in The Observer: "We must be well prepared both mentally and physically to do it straight from the off.
"It's very hard to be consistent and that's the main reason for Manchester City and Manchester United being successful in the last two years. They have shown for the whole season that they are consistent and that will be our main focus for the next season.
"We haven't sold any players yet so we are coming from a good base. We're at a good level and no-one is leaving.
"Maybe someone will come in and strengthen our squad, so it's a better position to be in than last summer when we lost two important players (Robin van Persie and Alex Song).
"I would say consistency is the most important thing. If we can do that, then we should be challenging for trophies and titles."
Mertesacker added: "It's a big year for us. We've got the World Cup at the end of it but the focus has to be on Arsenal because we want to win things.
"We had such a strong finish at the end of last season, especially in the final 10 games, and that is the target for the whole season."
Keith Hill's side, who are targeting a promotion push in League Two this season, sauntered into a 2-0 lead courtesy of goals from George Donnelly and Bobby Grant before Kevin Holsgrove pulled a goal back for the non-league Shaymen.
Dale's pre-season programme continues at Stalybridge on Tuesday before Blackburn visit Spotland on Saturday.
The 32-year-old striker suffered a suspected broken arm after landing awkwardly following an aerial challenge in the second period.
Gray is awaiting results of X-rays, though Bantams boss Phil Parkinson is not expecting to have him available for the trip to Ireland next week.
Parkinson said: "Unfortunately it looks like he has broken his arm. We won't know for certain until we get the X-rays but it does look that way.
"It is a blow for Andy because he has come back looking really fit. He has worked hard on his fitness over the summer and he has been towards the front with all the running tests. He has shown a great attitude in training so far, so it is a blow.
"These things do happen, however, and we'll get him back as soon as we can."
Bradford made light of their non-league opponents as they triumphed 4-0 at Nethermoor Park on Saturday.