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With the re-evaluation of military tactics after the advent of gunpowder, it becomes increasingly clear that speed and mobility trump armor (at least the then-available armor). And so, the swan song of the mounted soldiers produces the Cavalry - a mix of an old-style, furiously charging soldier with an armor-piercing, short-distance shooter.
The Cavalry is the fastest unit of the Industrial Era, and in fact of several later eras. What's more, their piercing power gives pause to all land units before Infantry, conveying the player who manages to field them on time a great advantage on the battlefield. A well-positioned Cavalry force may reach places nobody thought would be vulnerable, hit with devastating force, then retreat almost immediately to avoid retribution! Siege units suffer horribly from Cavalry attacks, and even Musketmen have trouble standing up to them.
And of course, the Cavalry is a master pillager - use it to harass enemy cities before your main force arrives.
Historical Context Edit
Technically, any unit that fought from horseback (or these days motorized or even helicopter transport) – archers, knights, lancers, dragoons, hussars, uhlans, cossacks, cuirassiers, etc. – is considered “cavalry.” But when the common sort think of the term, they envision sabre- and rifle-armed bravadoes mounted on magnificent steeds … the most mobile and noble (a misperception left over from the Age of Chivalry) of the traditional military branches. By the time of the Seven Years and Napoleonic wars, the standard cavalry were increasingly armed with pistols, sabres and small rifles, and thus able to fight either dismounted or from horseback. Speedy and maneuverable, they served as reconnaissance and raiding units, battlefield stalwarts, and pursuers of the defeated. Able to ride down the enemy under suitable conditions or gallantly run away when not, cavalry served in every military campaign through WW2, when horse-borne cavalry had its last hurrah.