This strategy has worked for me many times. First, send all divisions to Ethiopia and take it out as quick as possible.
Meanwhile, justify a wargoal agianst Switzerland. Once you get it in about 200 days, declare war and annex it asap. Then rush the "Go after France" wargoal so that you can declare war on them before they join any faction. Try to have 96 divisions by this point, it's okay if they're all infantry. Put 72 on the French borer and have them defend. Put 6 in sardinia to defend the ports and land territory there. Then put the final 18 in north Africa. Then you want to organize your fleets and run convoy interdiction in the mediterrenan sea between France and their North African ports. Once you declare war, focus your attention on north Africa and try encircling as many french units as possible. Meanwhile, your fleets will sink reinforcements. Once you take French north africa, they should have lost around 20 divisions or more in Africa. While this is happening, France would have ground its equipment and manpower against their border with you in europe. Then, send your african divisions directly to the swiss border and try to break through the plains and cut off the Maginot. Fro here, France is an easy kill. Boom, France is yours by 1938 or earlier.
Then, focus the UK and try naval invading in Southwest England. Make sure to have your fleet ready for the invasion. Then redploy your entire airforce in the english channel and have some supporting the naval invasion. Early game, they will not have the divisions to stop you and it should be an easy steamroll.
After this, you have to think about what you want out of the game. If you want to reform SPQR, help germany invade russia then backstab them after.
If you want global domination. Build up ports and infastructure in Northern canada and prepare a naval invasion of the southern US. You want to wipe America out before 1939 as they are still in the depression and lack military power. If you prioritize well, you can wipe out the US early on. Since the US always slows down global domination late game, it is a must to wipe them out early on.
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