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Nair: Best used OOS or from underneath in this MU, but can occasionally be used as a surprise approach since it comes out very fast (frame 3). It's really short-ranged, though, like most of Pika's attacks..... it's only a major threat if you lag right up on his shield. It's also not really that strong (kills ~130-140% near the edge), but since it's so quick, it can be hard to DI properly. Know to expect it at death percentages if you're next to him when he's shielding.
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Thunder: Zelda has Naryu's/good aerial speed for regular everyday thunders, but KO-wise, Pikachu's going to be setting them up with utilt or usmash -- the hitstun'll prevent you from reflecting on time. Both setups are short-ranged, though, and if you DI them sideways, thunder is no longer guaranteed. He can always wait + bait the Naryu's/airdodge and thunder during your cooldown (or QAC > thunder to follow your DI), but it's a gamble.
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Usmash: This move makes me sad now..... it's so nerfed from Melee.
Fresh + sweetspotted, it'll probably kill Zelda around.... 125%+ish? But it's easy to DI, so that number really depends on how high the stage's ceiling is. Comes out on frame 9, so it's not fast at all compared to the rest of his moveset; mainly, it's used for mid-range punishment when you whiff a usmash/dsmash/NL/etc. or fail with FW. Or tech badly.
Very punishable if he misses or usmashes your shield.
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Fsmash: Another move mainly used for punishment (mostly landing lag, bad FWs, and predicted rolls/spotdodges). Comes out on frame 15, and it's long-ranged, but the sweetspot is the only part that'll kill you early.... and it's right by his nose, so you can treat it as a short-ranged move for KO purposes. -_- The very tip sends you straight up, which can set up for thunder. Nobody intentionally goes for that, though.
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Dair: A little weaker than nair, which means you shouldn't really die from it unless you're off-stage. DI it upwards, because the main hitbox sends you fairly horizontally. You probably won't see it too much, but if Pika's aggressively edgeguarding you, he might try to interrupt FW's startup with a dair. Pikas with balls might also try to stage spike with it if you're hanging out under the ledge.
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Ftilt/Utilt: This Pikachu is probably desperate by now..... or just insanely patient. Ftilt and utilt both kill, but not until you're in the late 100's. Up-angled ftilt in particular is something to watch out for, because it's underused (and therefore unexpected) and has a surprising amount of knockback.
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Dsmash: Lol. Unless you suck at DI (or are on wifi), this'll only kill you if he catches you out of a spotdodge. The last hit has all the knockback and sends you straight up, which'll either kill you or set you up for an easy thunder.