Shu myth is related to the events in the years between 330-327 BC. In these years, Alexander the Macedonian, conquered Iran and Turkistan. At this period, the Saka ruler was Shu. This myth tells about the fights of the Turks against Alexander and their retreat. A legend, which explains the reason for 22 families, who do not retreat to east, being called "Turkmen" is included in this myth. Mahmut of Kashgar mentions Alexander as Divan u Lugat-it Turk (Collected Works of Turkish Vocabulary) as Zulkarneyn. The short text of the myth can be summarized as follows:
When Alexander mobilized to conquer the Turkish land, the ruler in Turkistan was a youth called Shu. He believed that Alexander was mobilizing a temporary raid. For this reason, he preferred to retreat to the east instead of fighting Alexander. When they learnt that Alexander was coming over them, he lead his people into east. Twenty two families did not join those going to east as they did not want to leave their lands.
Two people, who were trying to joint those going to east by following their traces, met these 22 people. They met and discussed. Twenty two people told these two people: "You man, Alexander is a transitory man. He will be transitory in this way or not, he may not be permanent. Kal aç." These words, "Kalaç", meaning wait, take time, stop, became the name of the Turkish clan which arose out of these two people. when Alexander came to Turkish land, he saw these 22 people and he called them "Turk maned" meaning they look like Turks. The ancestors of Turkmen are these 22 people and their name originates from the above words of Alexander.
In fact, Turkmen are 24 clans together with Kalacs but Kalacs accept themselves as a separate clan. Uighurs (Uygurlar) made a night raid on Alexander's leading army and beat them. Then Alexander and Shu made peace. Alexander restored the Uighur (Uygur) cities and returned. The ruler Shu, on the other hand, returned to Balasagun and built the city called Shu today and placed a magic spell in here.
The storks come to the opposite of the city today but they can not pass through. The affect of this spell still continues. According to this myth, when Alexander came to Turkistan, the Turks except the Turkmen had retreated in the east. When Alexander came to Turkistan, he faced no resistance and for this reason, he did not go further. The Turks, living in tents on a great scale, founded cities after the invasion of Alexander and developed a settled life.