Woah, really impressed with the format that you suggest for people to follow. Really breaks it down to each individual factor (even if its a bit intimidating
). I'll probably use your metric for this write-up.
But yea, I'm from the Sheik boards and here to offer my input on the MU.
Disclaimer: I'm a Sheik main, not a Roy main. I'm fully aware of my own tools and potential abilities, but not Roy's, so forgive me if my input isn't as thorough as it could be. My personal experience in this MU is also a little sparse, so forgive me if this is a bit too theoretical.
MU OVERVIEW
Overall, this MU is in Sheik's favor (no surprises there). Sheik's myriad of options combined with her highly dominant neutral and edgeguarding game means this MU can become a bit suffocating for Roy. Our boy isn't completely outclassed however, as he does have some reliable combos and the ability to kill very early. This factor combined with Sheik's light weight means that things aren't as bad as they could be.
I would give this MU a 60:40 Sheik standing (maybe a little more even?).
Neutral
Roy has to approach. Sheik has needles to force this, and once you're in mid-range she'll start F-air walling. Roy will want to space with N-air, which is basically your main neutral option. It'll keep the aerial space occupied and catch any Sheik's that try to approach via the air due to its long duration. Roy can stuff a grounded Sheik approach with Jab and D-tilt, due to their good poking ability. This MU basically requires that you outplay your opponent, as your tools are inferior and Sheik gets so much from one opening.
Don't get grabbed. I know that statement is kind of like "Don't breathe air", but Sheik gets so much off of grabs that you really can't afford it. If you're proficient at Perfect Pivoting, then using that to bait out moves from Sheik is a very good option. Since you're at a disadvantage here one of your main goals is to create situations where the opponent makes a mistake and you capitalize on that, so the displacement that PPing causes is very helpful for that. When punishing, don't get greedy. Going for a an F-smash or grab is tempting, but Sheik has godlike framedata. Your dash attack is fast and reliable, so stick to that when punishing small mistakes. Your U-tilt is pretty good as an anti-air and at covering a wide area.
A very good tool that Sheiks will use is F-air > Grab, so you will by extension have to avoid F-air at all costs as well. I'm unsure as to what moves beat what, but I'm gonna assume that Sheik's F-air beats all of your aerials. If N-air does beat F-air, make sure to abuse that edge.
Sheik will use F-tilt to stuff grounded approaches, and D-tilt (with crouch) to avoid aerials and punish upon landing. F-tilt, F-air and D-tilt can be made safe on shield, so if she uses them properly don't be reckless and go for a punish. Just accept their safeness, shield them and wait for an easier opening.
Roy at an advantage
Roy is able to obtain an advantage primarily through N-air and Grab. Side-B is also decent since its quick and can confirm into the full combo. Sheik is almost the perfect height and weight for comboing, plus your grab game is decent, so you'd want to stick to getting D-throw combos. Coming in with a falling U-air > whatever move is also good as punish. Of course, Roy doesn't have the combo means that Sheik does. Once you've finished a D-throw combo for example, make sure to read and hard punish her landing. Do whatever you can to prevent from getting back to the ground safely. She will mix up her landing by moving towards one side of the stage and then Bouncing Fishing to other side. Another method she'll use is B-reversing needles to suddenly change her direction. Be aware of these options position yourself to challenge all of them (if you can).
Roy at a disadvantage
In order to prevent the most amount of damage from Sheik's combos, DIing away is usually the order of the day. Do this for when Sheik has you in a F-air string. Sheik also has a powerful high-percentage combo of N-air > Bouncing Fish. If you get hit by a weak N-air, DI away to minimize the chance of being hit by the BF follow-up. When being thrown at early percentages, I'd actually recommend DIing in and up, rather than away. DIing up and in stuffs up F-throw > Bouncing Fish most of the time, and usually Sheik's don't expect you to go directly up after a F-throw, leading them to miss a F-air follow up. Needless to say you will want to mix-up your DI often. At high percents however, you really do want to DI away, as this will make it much harder for Sheiks to combo you with stuff like U-air. Other notes are to B-reverse your neutral B, as that's a good way to mixup your falling movement.
Roy edgeguarding
2 words: Good luck. Sheik's recovery is pretty busted. She basically recovers for free every time to the ledge. The only time I'd recommend going off-stage for an edge-guard is if you
know what her aerial path is gonna be and you go in with a F-air. Roy's KO ability should lead that to a stock every time. Otherwise, you need to be really smart with your ledge getup reads. This is where Roy salvages the MU from the depths of drudgery; He just kills so damn early. You
need those F-smash reads on roll-ons. You
need those U-smash reads on jumps from the ledge. Near the ledge Roy can kill Sheik around 75%, which is certainly a boon for you guys. If you can read her getup options with aerials pretty consistently then that's a good way to keep the match in your favor, but its certainly easier said than done.
Roy recovery
Roy has a fairly predictable recovery, but one that's hard to swat away with Sheik, as opposed to someone like Falcon. Sheik will try and intercept you if she's confident in knowing where you'll be offstage, since her aerial mobility is so great. Aerial needles to Bouncing Fish is a killer here, so don't forget that that's a potent option or she'll catch you with it when you aren't expecting it. If you're far offstage, good Sheiks will bouncing fish into the stage and use the rebound to intercept you, basically dashing all hope of getting back for you. Generally, stick to going low for recovery, and go high as a mixup. That said, I'm unsure as to whether Sheik can do this to you guys:
https://www.youtube.com/watch?v=36imZt-HzrM
If she can that's just another thing you need to look out for.
STAGES
Take Sheik to Battlefield, Town and City, Dreamland, Halberd and Lylat. Battlefield and Dreamland are similar in traits, shutting down F-throw > Bouncing Fish and having large blast zones. You're better at killing than Sheik so the extra effort to kill won't really effect you guys, but Sheik will feel it. Town and City and Halberd allow for you to kill Sheik around 60% or so, giving you a great edge here. Sheik does benefit slightly from this as well though. Lylat is a good choice if a Sheik relies on needles a ton. This is generally a good option to level out the playing field, where Sheik can't abuse her projectiles completely.
Relevant combo data
We don't actually have the numbers for Roy, but he has the same weight and falling speed as Pac-man, so we'll be using those for the time being:
F-throw > Bouncing Fish (percents for when its true without extenders)
DI away: 0-33%
DI up and in: None
D-tilt > U-air (for when it starts becoming true)
Standing combo: 106%
Double jab > D-tilt > U-air: 101%
D-tilt Roy on ledge > U-air: 114%
Into Vanish: 106%
Weak N-air > Bouncing Fish
DI away starting percentage: 85%
DI away ending percentage: 130%
Just basic Sheik combo percents on Roy. Watch out around these percents for these combos.
That's all for the moment. I'll probably come back later to give more info, but this is it for now.