The game is set to Japanese to reference how Roy only speaks complete Japanese regardless of the language of the game itself. I've done this for Marth, too.
As you can see from the first few seconds of this video, I once did I solid run through Adventure Mode using Roy on Very Hard. This was a few years ago, so I don't remember how I could pull that off without getting all of my stocks maimed and trying not to continue.
As of right now, Roy is the ONLY character I've accomplished that with. I've gotten everyone else as high as Hard, some with continues, some without. For now just watch Roy on Hard.
Now here's what you've been waiting for. VERY Hard!
http://youtu.be/hA4eMGc7h7c