Oh it's marvellous, absolutely marvellous!

(And I do understand how long it takes to animate cloaks and capes!

)
For stats, may I humbly suggest the following?:-
4-2-2, costs 60, requires iron & horses, comes with Monotheism, and upgrades to the Civ3 Knight? (although this may give it a short 'shelf-life').
I'm currently creating a Companion Horseman, and one day (after "Alex the Great") I want to make a Roman Horseman and a Germanic Horseman (Ostrogothic & Vandal), so the plan is to have the following upgrade path:-
Chariot (1-1-2, costs 20)
Horseman (2-1-2, costs 30)
Companion Horseman (3-1-2, costs 40)
Imperial Roman Horseman & a Germanic Horseman (both 3-2-2, costs 50)
Late Roman/Byzantine Cataphractari (3-3-2, costs 60)
Crusader (4-2-2, costs 60)
Knight (4-3-2, costs 70)
and so on....
