Although this is more of an 'Infrequently' Asked Question, I should answer it here anyway. I like to post 'eclectic' strategies, ie things that probably won't work, but lead to intersting possibilities regardless. Most of the submissions I get don't fit this, and those that do usually get buried under the piles of e-mail I recieve for this site. Yes, sometime after I get my PhD. in Nuclear Physics. Here's an unbeatable strategy.
Every strategy has holes.
Usually the hole is that your opponent has a strategy too. Yes, there are several, though the only one with which I am familar is Xeno Game's The World at War . Yes, it is. I've only played it once. When I did, I played Germany and managed to get my hands on most of the French Fleet after Paris fell.