That is a very cool strategy!

My first time playing the Sarmatians (and first time ever playing BI), I was thrashed so badly by the Huns that I quit the campaign about 6 turns in.

My second time I directly east from the start. Took Campus Roxolani (and caused them to horde), abandoned my initial city when the Huns turned up, and horded soon after. Then I went east and laid waste to the Sassanids, then turned west and marched all the way to Ephesus before settling. I had an alliance with the ERE, so they let me into their territory without a fight. I bet they regretted that!

My third time (I guess you can tell by now that the Sarmatians are my favourite BI faction? ) I horded just before the Huns arrived and went west and south. I sacked my way through the Balkans and Greece, and then settled in Constantinople (after sacking it first).