I would have a unit of Varangians for every three units of spears.
I would advise against taking on the horde with a mainly cavalry army. Pronoia cav are expensive and you will take heavy losses in cav vs cav battles against the horde. They're certainly better than Kataphraktoi, but the best cavalry to suit are the Byzantine Lancers, in smaller numbers for chasing routers. Personally I like to use a combination of Byzantine Lancers and the Byzantine Cavalry as the latter can unleash their arrows and then chase routers before you withdraw them.
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