I do want to disagree with two "meta" ideas being placed here, which are that DDs and CAs are the only effective fleet compositions, and that you only need 3-5 screens per capital).
Second point first, if you're using DDs then you're going to lose a LOT of them to a properly-designed fleet. Even relying on light cruisers, you need more screens than the minimum (3) to maintain a proper screening bonus as you take losses, and if your fleet is large enough (or you're in the wrong terrain) to have a positioning penalty, you're already going to need 4+ to even get the basic bonus. A CA-DD fleet would benefit from a couple of CLs instead of CAs just to make sure the actual CAs keep their bonus attack.
That said, I'm personally a stubborn fan of BCs and SHBBs on account of the fact that a generic light-attack CA isn't any good against another capital ship; BCs are tough enough to take fire, and can handle the lower-tech guns with their armor (1940 can beat them, and 1944 is really good, but those also cost a LOT to mount in steel and chromium). Otherwise, a heavy cruiser never has as much HP as a proper battlecruiser or battleship, and as they take damage their effectiveness will drop. CAs also can't mount nearly as much AA as BCs or BBs (even with DP secondaries, but some builds use just CL guns).
I'm also more of a fan of CLs than DDs on account of the high light attack and better HP, since the only things DDs really beat them in are cost for torpedo attack, depth charges, or just screen numbers; their actual combat performance isn't very good by comparison, since to sink CLs they need torpedo hits (or as some players do it, to act as damage sponges while capital ships do everything). CLs also naturally get really good AA from DP secondaries, whereas mounting AA on destroyers raises their cost far more than is justifiable (technically it isn't hugely important, but you can get exceptionally-high AA on a cruiser fleet for mitigating aircraft damage with AA cruisers). High AA offers diminishing returns of damage mitigation, but its not hard to get ludicrously-high AA on a fleet filled with CLs (and without any real compromises). 14 CLs and 3 battlecruisers, for instance, gives 240-340 fleet AA (depending on whether you have 1 or 2 AA on your cruisers), while the same fleet relying solely on CAs for flak gives only around 120 fleet AA (adding AA to destroyers significantly increases their cost for little in return).
The big tossup with BCs or BBs versus CAs is that you can build CAs later in the game (past 1940, capital ships take way too long to build besides cruisers), and against screens a BC or BB is overkill. They also need more concentration in numbers. But CAs at the start of the game mostly are worthless (1922 hulls or engines make them mindlessly slow), meaning you still need to build a bunch of new ones; but building too many new capital ships requires even more screens, which makes it hard to keep up on quality screen production (which for basically everyone but Germany is essential, since they need to make a bunch of convoy escorts and guard their huge fleets of starting capital ships).
Second point first, if you're using DDs then you're going to lose a LOT of them to a properly-designed fleet. Even relying on light cruisers, you need more screens than the minimum (3) to maintain a proper screening bonus as you take losses, and if your fleet is large enough (or you're in the wrong terrain) to have a positioning penalty, you're already going to need 4+ to even get the basic bonus. A CA-DD fleet would benefit from a couple of CLs instead of CAs just to make sure the actual CAs keep their bonus attack.
That said, I'm personally a stubborn fan of BCs and SHBBs on account of the fact that a generic light-attack CA isn't any good against another capital ship; BCs are tough enough to take fire, and can handle the lower-tech guns with their armor (1940 can beat them, and 1944 is really good, but those also cost a LOT to mount in steel and chromium). Otherwise, a heavy cruiser never has as much HP as a proper battlecruiser or battleship, and as they take damage their effectiveness will drop. CAs also can't mount nearly as much AA as BCs or BBs (even with DP secondaries, but some builds use just CL guns).
I'm also more of a fan of CLs than DDs on account of the high light attack and better HP, since the only things DDs really beat them in are cost for torpedo attack, depth charges, or just screen numbers; their actual combat performance isn't very good by comparison, since to sink CLs they need torpedo hits (or as some players do it, to act as damage sponges while capital ships do everything). CLs also naturally get really good AA from DP secondaries, whereas mounting AA on destroyers raises their cost far more than is justifiable (technically it isn't hugely important, but you can get exceptionally-high AA on a cruiser fleet for mitigating aircraft damage with AA cruisers). High AA offers diminishing returns of damage mitigation, but its not hard to get ludicrously-high AA on a fleet filled with CLs (and without any real compromises). 14 CLs and 3 battlecruisers, for instance, gives 240-340 fleet AA (depending on whether you have 1 or 2 AA on your cruisers), while the same fleet relying solely on CAs for flak gives only around 120 fleet AA (adding AA to destroyers significantly increases their cost for little in return).
The big tossup with BCs or BBs versus CAs is that you can build CAs later in the game (past 1940, capital ships take way too long to build besides cruisers), and against screens a BC or BB is overkill. They also need more concentration in numbers. But CAs at the start of the game mostly are worthless (1922 hulls or engines make them mindlessly slow), meaning you still need to build a bunch of new ones; but building too many new capital ships requires even more screens, which makes it hard to keep up on quality screen production (which for basically everyone but Germany is essential, since they need to make a bunch of convoy escorts and guard their huge fleets of starting capital ships).
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