Baktria is my favorite faction, so i have several campaigns worth of experience fighting Saka. The key is to capture Chach, and use it as a true base to repel nomad invasions. Combined with Marakanda and Alexandreia-Eschate (is that right?) you have three cities that can maintain a self sufficient group of soldiers, about four units apiece, which can be combined when spies in the north see an invasion coming. Additionaly you should have a QRF (quick reaction force) of cavalry that can speed to wherever they are needed in the North. I use Dahae riders myself because of their wide recruitment area. If you want to get serious about eliminating rather than merely containing the Saka, you have to mount two separate campaigns. First send a force to the North East to capture the two cities in the Tarim Basin area and near the Saka mountains. Second send a force north from Chach to capture the town way up on the steppes there. If you can keep these areas in the face of revolts AS backstabbing to the South, and counterattack, you have a decent chance, assuming you ship troops to the region, of continuing your campaign to the 2-3 towns that the Saka control to the west of your position. The downside is that the campaign will require at least 10 years (40 turns) and any minor setback will be in such a remote location, that you will not be able to reinforce your position without mercenaries. I have never succeeded in destroying the Saka as Baktria - only containing them...
For the Saba haters - I conquered Iran, India, Saba, and Egypt (skipped Syria) in my Baktria campaign, but i could never destroy Saka. If I made peace with them, they regained the steppes within five years like some sort of red algae bloom. Saba is comparatively easy to beat if you can get large forces into south Arabia to capture their four main cities. My campaign against them was bloody and epic, but not impossible. They control a region with a cluster of cities. No such clusters exist on the steppes...
Also, the only port on the red sea from which shipbuilding is possible is controlled by by the Saba. Other ports that allow ships to be built on that ocean are in India and Susa, so a player coming from the west would have to face a bottleneck along the Arabian coast without hope of naval resupply. Coming from the East however (as AS or Baktria can) is much easier. There are three cities on the coast that can be occupied to provide bases on the way to Saba's heartland and ships are available from both India and Susa which can be used to ferry your troops and provide reinforcements. No such backdoor exists on the steppes.
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