"From the start of the season, we've just wanted to keep building every week," Davey said.
"Early … we just struggled to put four quarters together, and against Brisbane, we were really able to do that.
"When you do those things, you can take control of the game and run over teams. We were stoked to have that last weekend and we're hoping to have it this weekend."
The Blues lost their first two matches of the season to competition pace-setters North Melbourne and Adelaide but have since won three of their past four.
"The start of our season was probably a bit slower than what we would have liked. 'Harf' (coach Daniel Harford) brought the girls in and said, 'Let's just keep building (and) every week we'll get better,' and we believe we've been doing that," Davey said.
The versatile Blue is looking forward to her first Pride Game, having missed last year's inaugural game with a knee injury.
The two teams will wear Pride-themed guernseys as a way of recognising and supporting the LBGTIQ community and celebrating inclusiveness and gender diversity, and welcoming all people regardless of their sexual orientation.
"All the girls are super-pumped. It's something that touches all of us, whether we're in the LGBTQI community ourselves or we know people within it," Davey said.
"It's a massive game and it shows the importance of feeling safe in your own skin and being who you are."