Considering looking at some 'Chinesey' cavalry as there is some evidence (flimsy at best :)) that there was contact between them and the Bactrians, similar types to the Saka according to Mr Head.
There is Chinese history of a diplomatic (?) mission to the area as well, which records that the Hellenic kingdoms had gone (just petty warlords left - so same as Afghanistan now!) The overall control was taken by various central asian horse nomads.