I like the holiday approach idea, but I feel that would drive the market price above equilibrium causing a surplus of GGWB in the market, thus driving the price down to equilibrium. When sellers of the set decide to sell out during the holidays they look at current market prices, and lower there's by a few dollars just to get rid of the set quicker, because they need the holiday money to buy gifts. This continues with every other seller that decides that the holiday season is the right time to sell, thus lowering the market price and not maximizing the sets true potential. I think after the holidays when kids and new fans of Lego come out of the closet and have money to buy sets from their christmas money is the right time to sell. At least a full year though after the set retires is also a good time, depending on the set of course. Modular buildings appreciate in value slowly each year.
To answer the question of how risk-averse I am, I like to think I would choose to go through the closed door rather than the open one. Meaning I am not a risk-averse investor of Lego, even though I just made my biggest Lego purchase last week by buying 10188 for 310 USD, used and everything included.
Liquidity? Money comes and goes. If for whatever reason I do need the money I would begin selling off my older sets that don't seem to be moving anywhere but still look great on my Lego shelf.