For over a year now I've usually chosen the Huns for MP simply to get Szeks. They are not just my fav cav archer, they are my favorite unit.

Szeks start at morale 4 at V0, so I use them at V1 or V2. Compare V0 Szeks to V0 Feudal Knights

Szekely Charge 4, Att 3, Defense 1, Armor 3, Morale 4

Feudals Charge 8, Att 4, Defense 3, Armor 4, Morale 8

At V2 (723 florins) Szeks improve to

Charge 4, Att 5, Defense 3, Armor 3, Morale 8

which is very similar to V1 Feudals at 725 florins

IMO Szeks shouldn't try to trade arrows with Boyars (due to the Boyars higher armor) or Horse Archers (bad bargain to lose 20 Szeks in exchange for 20 HAs), but they do well in missile fights with other cav archers.

TBH, against the English and their LBs Szeks are best used as melee, they can really hurt the LBs in a fight, but should neve try to trade missiles with LBs. Like any unit, Szeks do best when the opportunity is there to exploit, and do poorly when the opponent has an effective counter

I disagree with the idea that they have to be used in fours. In early it might make sense to use four. This allows you to drain the enemy archers then shoot freely, but in High and Late one or two Szeks is sufficient.

Of course there is the harassing and flanking, but Szeks can also be very useful behind the inf line shooting the enemy inf or cav, then responding to defend against a flank or shooting through a gap in the line (using their speed, Szeks are fast)

Szeks can also help out in the cav skirmishing that goes on early in a pav war. Placing a Szek (on Hold Pos) behind the pavs and focusing fire on any cav trying to charge your pavs can rack up a lot of kills. If yuo send out a heavy cav and they engage enemy cav in the middle, Szeks are fast enough to get a flank and help speed the rout of the enemy cav.

Szeks are also great in 1v1 battles.

I use a Szek gen, and from one to three additional Szeks. The Szek gen adds an archer to my lineup; while the enemy gen (usually a Feudal) is sitting behind the line watching my gen is shooting fighters. Of course a Szek gen is at a disadvantage when he has to fight that Feudal.

In many battles my last option is to send my two Szeks together (one of which is my gen) either to defend a flank (set to Hold Form, 3 ranks deep) or to hit an enemy infantry or cav unit that has an exposed flank (on Engage-at-will), or through a gap. The secret is to hold back using them (this also allows them to shoot as long as possible) until the enemy unit I send them to attack is tired and somewhat depleted.

ichi