Two problems concerning the faintest Small Magellanic Cloud (SMC) Cepheids are addressed. On the one hand evolutionary tracks fail to cross the Cepheid Instability Strip for the highest magnitudes (i.e. I-mag∼17) where Cepheids are observed; mass-luminosity relations (ML) obtained from evolutionary tracks disagree with mass-luminosity relations derived from observations. We find that the above failures concern models built with standard input physics as well as with non-standard ones. The present work suggests that towards highest magnitudes, Cepheids stars undergo a selection effect caused by evolution: only the most metal poor stars cross the Instability Strip during the ``blue loop'' phase and are therefore the only ones that can be observed at low luminosity. This solution enables us to reproduce the shape of the lower part of the Instability Strip and improves the agreement between observed and theoretical ML-relations. Some issues are discussed, among them Beat Cepheid results that argue strongly in favor of our hypothesis.