Here’s my strategy for the Allies, it has worked well for me.
Africa is a must. Loose it and UK is dead in the water, literally.
USA -> Should invade Africa from R1 and on, relentlessly bringing 2-3 tanks + 2-3 inf each turn. By R3, Japan sees a lot of movement in northern Africa (that Germany can’t take care of) and start paying attention, that gives Russia some breathing room.
UK-> R1, remove the Japanese tran in SZ59 with destroyer and AC from SZ35; remove Japan sub in SZ45 with sub in SZ40 and fighter from AC in SZ35 – fighter lands on US AC in SZ52. As for the rest, the goal is simply to annoy Germany, nothing else. First, rebuild its navy ASAP and start invading Norway. If Germany is still strong in the water and in the air, which is probably the case in the first 3 rounds, start over and rebuild again. Every IPC Germany spends on fighters and navy units are IPCs not going into tanks to attack Russia.
Russia -> First of all, forget about Norway, it’s suicide plain and simple. Attack West Russia to invade and Ukraine to diminish Germany’s forces there and retreat to Caucasus. Buy only ARTs for the first 3 rounds, then a mix of tanks and INF. Unless Germany was super agressive, smart AND lucky, they will see a barrage of 30+ units capable of attacking at D2 – this will match their 20+ tanks (as far as probability is concerned) with one great advantage, if both Russia and Germany each loose 10 units in the first round, which is likely to happen, the odds are already in Russia’s favor in the second round of combat (Russia’s punch is 40 and Germany 30). Finally, as Russia, never ever loose your fighters, they are precious in exchanging territories with Japan or Germany.
The great thing about AA is that there are no fail-safe strategies.