Many will not believe me when I say that after the end of my three-game long Cold War final, I felt like a weight had been lifted.
Playing Cold War is an exhausting experience, especially if your opponent is as skilled as Kutusov. Finding a reasonable set of orders for 10 to 16 units may not seem such a difficult task. However, sending the first moves that come to your mind is not going to yield much fruit: if you are unaware or unconcerned of the scenarios which may arise after the resolution, you can't ask to win consistently.
The alternative approach, which is playing methodically, is very demanding and time-consuming. A good player takes into consideration several sets of moves before submitting his orders; and the only way to make an informed choice between those options is to anticipate what your opponent will do. In other words, you have to sandbox every turn and try to predict its outcome. After all, CW is a two-player variant, and your opponent's decisions will shape the game as much as yours. Obviously, you don't know in advance what your opponent is going to play. This means you have to evaluate all the potential combinations between your specific set of orders and the many sets your opponent could choose. The results of this analysis may be unsatisfactory, leading you to adjust your moves or change them completely. The new set of orders, in its turn, needs to be tested and evaluated. Thus, sandboxing can easily become a long and difficult operation.
This work of analysis cannot be avoided if you are playing competitively. Sending orders without full knowledge of what position you may obtain will lead to your defeat. However, even if sandboxing remains an essential tool, it doesn't tell you the correct way to proceed. When playing CW, the "best" or "correct" set of moves is the exception, not the rule. Most CW positions don't have a solution: usually, every single set of orders you can submit can be countered. Or at least, you can solve them ex post, not before the resolution.
This brings me to two considerations. First of all, CW is not a rational, deterministic and completely skill-based game. Luck heavily influences what happens on the board. The classical example is a 50/50 guess situation. This is particularly true in a match between two strong players, who can hardly outsmart each other, but easily outguess each other.
Secondly, when deciding what to do, you have to base yourself on the concept of risk. The typical dilemma is whether to submit safe moves, which may improve your opponent's position (e.g. covering a center or a province), or to take some risks (e.g. using your unit for something else). In general terms, you have to find a right balance between the two extremes. Eliminating every risk may lead to strategically inferior positions, where your opponent's units are more active and better placed than yours. On the other hand, risking too much may result in guessing something wrong and losing the game on the spot. Another important concept is probability. The likelihood that your opponent plays a specific set of moves also depends on how easily it can be countered. Most of times, there is one way to refute your orders, but it is such a remote and obscure possibility that you can't afford to worry about it. Likewise, brilliant-looking moves which can be countered in many ways are not as strong as they look.