Board Thread:General Sly Cooper discussion/@comment-27717005-20160201182440/@comment-3349191-20160202065906

Nice theory there, however I assume if a Sly 5 is developed and the the series continues on from there, this would make for a good origin story for the Cooper legacy:

Upon arriving in Ancient Egypt, Sly meets Slytunkhamen, who most likely went by a different name until Sly tells him to change it eventually and rather than become him, Sly would instead teach him the tricks and moves he learned from him and would ask him to start the legacy.

And also (taken from what Le Paradox said in Thieves In Time) Sly would eventually live through history to encounter all his ancestors (possibly to include those he already met) until eventually (after most likely taking the hardest desision of his life) he would finaly reach his own time period.