Guerra said Valladolid coach Juan Ignacio Martinez had given orders to disrupt Rayo's possession-based attack by defending the entire pitch.
"We were working on that all week," said Guerra, who leads Valladolid with five goals this season. "We tried to make it difficult for them to keep the ball.
"We knew it was important to get these three points away from home. We hope this will be a turning point."
The win lifted Valladolid from the brink of the relegation zone past Rayo to the middle of the table before the rest of the first division plays over the weekend.
Leader Barcelona hosts Real Madrid in the first "clasico" match of the season on Saturday, while second-place Atletico Madrid welcomes Real Betis on Sunday.
Also this round, it's: Malaga vs. Celta Vigo, Elche vs. Granada, Levante vs. Espanyol, Sevilla vs. Osasuna, Villarreal vs. Valencia, Real Sociedad vs. Almeria, and Getafe vs. Athletic Bilbao.