I found it daunting to begin with zero stats. But after giving this deck a go, it was not so difficult to ramp up his stats by Turn 2.

How to pilot the deck

Just fail treachery cards to ramp up Horror.
If enemy is drawn, don't be afraid to take attacks of opportunity.
Draw for your weapons, and if no luck then evade. Use Take Heart whilst failing tests.
Early game ramp up Horror, so clues can be gathered reliably. Try to host horror on asset cards, and then on Calvin Wright.
Use Ward of Protection to avoid treachery that lose actions or those that lose assets With Cherished Keepsake & Until the End of Time, and Dark Horse, Calvin Wright can take up to 4 horrors on himself, which takes him to 7 & 7

With Leather Coat & Until the End of Time, Calvin Wright can take up to 4 further damage to bring him to 6 & .
With Fire Axe or Baseball Bat, Calvin Wright attach is fairly strong. Fight or Flight helps if damage hasn't ramped as quick as horror Keep Perseverance in hand late game, it can be used with On Your Own without any resource like a prepaid insurance policy.
Calvin Wright signature weakness Voice of the Messenger actually helps ramping up quicker, but if you're playing campaign I would suggest to lean towards mental trauma.

Path to upgrade

On Your Own with Madame Labranche

Further upgrade options

1) For hard mode, take out Take Heart, and put in Against All Odds. It helps get

2) Swap 1 Cherished Keepsake for 1 Elder Sign Amulet

3) Swap 2 Leather Coat for 2 Close Call

4) Swap 2 Baseball Bat with Timeworn Brand

5) Consider Devil's Luck as a 3rd insurance policy card

Opening hand

There's no card that you must need at the start, you can pilot the deck with different combos, especially because the first turn I usually just draw, draw, draw...

Ideally you're looking for Dark Horse, On Your Own You can also accept Cherished Keepsake or Until the End of Time

Multi player options

Swap Take Heart with "Let me handle this!"

It's a fun deck to play with. You don't need the suit of desperate skill cards to pump up your stat, because effectively every weakness, treachery card, enemy is like 'stats on tap'...

I've tested it on 5 scenario's so far. Please share any ideas to improve it further....