Very helpful.You should already have your 2015 and 2016 NOA now. (Notice of Assessment)
But the time the lottery result is announced, you would have filed and got your 2017 NOA as well.
So you will be asked to submit the proof when you submit the application if you got picked. (NOT after you got approved. You only get approved after you submitted the application and after they evaluate your information.)
BUT if you know that your income won't meet the requirement in any of the 3 years, then don't enter the lottery.
Thanks a lot.