Seriously though there's obviously a lot of safety in spending the time searching for the right buyer. That being said, we've handled some incredibly rare (some even previously unknown) pre war items in the last couple years and have done very well with them.
The only known (and newly discovered at the time) 1909 Rose Post Card of Cy Young. Only 3 known total, this one and two 1908 versions.
A whole slew of 1921 W-UNC Self-Developing Strip Cards. We actually added a pile of these to the known checklist and even of the known examples many of these were the first to ever come to auction. With guys like Marranville and Sisler going for over $1000 not just the Cobb, Mathewson, Johnson and Ruth!
So there's definitely more risk in going the auction route, but there can be big rewards. Give me a shout if you want to talk more.