In the present work, we consider spectrally positive Lévy processes $(X_t,t\geq0)$ not drifting to $+\infty$ and we are interested in conditioning these processes to reach arbitrarily large heights before hitting $0$. This way we obtain a new conditioning of Lévy processes to stay positive. The (honest) law of this conditioned process is defined as a Doob $h$-transform via a martingale. For Lévy processes with infinite variation paths, this martingale is $\left(\int\tilde\rt(\textrm{d}z)e^{\alpha z}+I_t\right)\2{t\leq T_0}$ for some $\alpha$ and where $(\tilde\rt,t\geq0)$ is the so-called \emph{exploration process} defined in \cite{Duquesne2002}, $T_0$ is the hitting time of 0 for $X$. When the process $X$ is a compensated compound Poisson process, the previous martingale is defined through the jumps of the future infimum process of $X$. The computations are easier in this case because $X$ can be viewed as the contour process of a (sub)critical \emph{splitting tree}. We also can give an alternative characterization of our conditioned process in the vein of spine decompositions.