This is the great question of our time, given that most experienced Axis players practice either a G1/J1 or a G2/J1.
So the best I can do is give some general tips:
#1 Beware adventuring too much to the north or south. You’ll need every single unit you have on the defense of Moscow. A proficient German player will take Moscow around G6 if they went G1 and have bought mostly mechanized units. So while you may bring in a little more economy - how many units did you spend to get that economy?
#2 Do not purchase crazy units, like bombers. Yes, it will help you kill a few units before G6, but man, those 4 infantry for the same 12 IPCs defend a lot better (4 hits to kill; 8 defensive pips) than a bomber (1 hit to kill; 1 defensive pip). Do not purchase more airforce! Buy Infantry/Artillery/Mech for versatility, with Infantry your highest ratio… so 37 IPCs could be 7 Infantry/3 artillery/Mech for example. That purchase gives you some offensive punch and also a little mobility.
#3 Know when to hold 'em, know when to fold 'em. Moscow is the only IC that needs to be preserved. When the heat is too strong, fall back into your line of supplies. Remember that you’re getting closer to your production while Germany/Italy/japan are getting further away. Don’t be afraid to retreat.
#4 Splitting armies is typically a no-no. Never ever ever allow Germany to take you apart one smaller army at a time. Be aware of Italy’s ability to take out a key Infantry and allow Germany’s mechanized forces to steamroll the next layer of Russians… or if you’re going to allow it, make sure you have plenty of units in range to cut off and destroy the tip of the German Schwerpunkt.
#5 Understand your front(s). Against the European devils, Belarus is a fantastic place to make a stand. When the heat is too much, Bryansk is your next move. Finally, the turtle when you can no longer stand it. Against Japan, Timguska is the right place to draw the line - check out how mant territories it commands - and it can support China to keep them alive. Sometimes allowing China to purchase just one measly Infantry can mean the difference between life and death on the front.
#6 Don’t be afraid to bug out completely. There may come a point when Moscow will fall, and both you and your opponent know it. The key to this is - by odds, will it be taken with one Armor and 2 Bombers remaining? If so, let them try. Even if they take it, they have been reduced to a pittance. But if they can take it with 14 Armor and 12 Luftwaffe units left? What’s the point of staying? Fall back… and heading to Samara, then to Kazahkstan, then to Caucasus (for example) can create a headache, especially if they fall back into some UK Infantry being churned out from Iraq every turn… You can win games with the Allies with a fallen Moscow - don’t ever make the mistake of thinking the game is just a race for Russia’s fall… sometimes the game is just beginning if you’ve played skillfully on the perimeter.
#7 A general tip - Use the built-in battle calculator. It helps you rely on odds rather than the eyeball. If your opponent has less than a 50% chance to take a territory, stay put. Let them crash into you and die - let them play against the odds, not you. Yes, sometimes you’ll pay for it with lucky dice by your opponent, but most the time they’ll bleed. If the calculator says your opponent will win, believe the calculator. Fall back, unless your goal is to make them bleed for strategic purposes.
That’s a start - I hope others give you some solid feedback as well.