The 21-year-old forward is in his fourth year with the Thunder and has the dubious honour of playing in the finals three times without emerging on the winning side.
He played for the Southern Stampede when it lost 5-3 to the Botany Swarm in 2011 and has helped the Thunder reach the finals for the past two seasons.
The Canterbury Red Devils proved too strong both times, winning the 2013 final 7-3 and last year's series 4-3 and 14-6.
''I haven't been on the winning side yet,'' Pickering said.
''It's not flash at all. But you keep your hopes high.''
There is cause for optimism, with the Thunder beating the Devils twice during the pre-season.
That said, the Red Devils were without some key imports and the Thunder's defence has been decimated with the loss of Mitchell Frear, Regan Wilson and Remy Sandoy.
Frear has gone back to the Stampede, Wilson has joined the police and Sandoy has moved to Auckland and is playing for the West Auckland Admirals.
Inspirational captain Andre Robichaud's retirement is another big loss. Paris Heyd will take over the captaincy with Pickering and Mat Enright named as assistants.
''We've got quite a lot of changes in the team this year so that is going to be quite a big factor. We've got some new imports and there have been quite a few Kiwi guys leave.''
Frenchman Arthur Cocar has been recruited to help fill the gaps left in the defence. His countryman, Guillaume Leclancher, is back for a third season with the Thunder, and Ben Roth and George Coslett will get more time on the ice.
Czech goaltender Jakup Pyrochta is expected to have a big impact on the league, while the powerfully built Finnish forward, Hannu Harju, will be responsible for putting the puck in the net at the other end.
''Mitchell was probably one of the core defensive guys last year so losing him was big. But obviously Arthur coming in helps a lot,'' Pickering said.
''The main thing for us will be sticking to our systems and playing a tougher mental game. Last year we folded, mentally, during the finals, so that will be the real focus for the team this year.''
The economics and accountancy student believes the Thunder's opening games against the Swarm in Dunedin this weekend will prove to be a useful barometer. The New Zealand Ice Hockey League began last week but the Thunder had a bye.
The Swarm lost both its games against the Stampede but was competitive, taking the second into overtime.
''In the first game they had a 2-0 lead and let it go. And in the second game they had a 4-0 lead only to lose again. Obviously they start strong, so they are a good team, but they might be lacking a bit of fitness, we're not sure.
''It will be kind of interesting to see how they go. I think it will be a pretty good test for us. It will be a real good benchmark.''
