One useful tool that some scholars have emphasized in determining the Greek ancestry of the Kalash is their religion. However, there is no appearance of Greek gods under different names. The location of the Kalash dictates that it could have been imported from other local cultures or merged to form a distinct Kalash tradition that has nothing to do with Greeks. There is firstly a great emphasis on dualism (light/good and darkness/evil) that is surely influenced by the Buddhist, Manichean, and Zoroastrian heritage of the region stretching from Tajikistan to Kashmir under Iranian hegemony. The Kalash apparently divide their worldview into a system of male and female realms, and gendered aspects of reality and life ruled over by gods and goddesses. The Kalash worship nature, animals, and spirits. None of these religious qualities seem to derive from original Greek religion of Alexander. No Zeus, Hera, Apollo, or Athena. No titans and Promethian myths. Of course, the Kalash as possible Greek settlers could easily have invented and adopted their own religion by drawing from eclectic local inspirations. Therefore, religion fails to be a good litmus for determining an Alexandrian and Greek link. The modern religious mysticism of the Kalash may simply be a blend of the Greco-Kushan Buddhist tradition and Zoroastrian/Manichean dualism that evolved into its own new form after the jihad of invading Muslim sultanates abolished Buddhism and destroyed nearly all temples and statues of the Buddha in India. There is much influence from the more core tenets of Hinduism or its Vedic predecessor that came to India in the 2nd millennium BCE via the Aryan invasion. Belief in Indra and emphasis on the bull/cow are present, revealing links with Iranian and Vedic tradition. The Kalash emphasis on fertility rites, nature, statues, and gendered gods is common to the Vedic, Hindu, Mahayana Buddhist, and Manichean traditions that dominated the region throughout history.
It would seem that the Kalash are simply yet another one of many unique and disparate tribes found throughout Central Asia, the Pamirs, and the Kush with what are abstractly described as "European" features. Many of these settled in the region with Alexander's expansion, many with the Turkic and Hunnic conquest. Many are simply Iranians with recessive eye color genes who spread east via early Persian conquests. Almost certainly, they are not Greek or migrants from Europe, nor are any of the “white” tribes of Central & South Asia, the Pamirs, or the Hindu Kush. Blue eyes and light-brown hair in Tajikistan and the Tarim Basin of China does not translate to European immigration or invasion.
Recently, the European Journal of Human Genetics published a scholarly article proving a lack of Greek genetic influence in the region by using Y-chromosomal testing (see article, thanks to Mictrik).
http://euroheritage.net/greeksinasia.shtml
The ancient "Greek" ladies...