I only ever charge my cavalry into the back of engaged, and tired infantry. I don't leave them in melee either. I know how to use cavalry, I get great results doing exactly that with "light" cavalry like Curepos or Illyrian Hippeis as well as mediums like Thrakian Prodromoi. They don't get tired after a couple of charges as those useless Thessalians do.
Thrakian Prodromoi are simply better value for money, and indeed better units. Lance-wise, they're identical. Thrakians have a point better sword skill, and theirs have a higher lethality. They have a point worse defense skill and armour than the Thessalians and their morale isn't as good. But the real killer is that they have ridiculously good stamina, and can full-charge again and again. None of that lumbering tired charge that hardly does anything after your second time.
Not my personal claim, I've never used them.
They're no good at holding a line, and make reasonable flankers. Except the best flankers are swordsmen, for getting into enemy spearmen. Peltastai are a better medium infantry bet, unless you also want to cover against enemy cavalry.
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