How about Special Order tactics? Special Orders are one of those things in the game that looks very straightforward, but actually conceals quite a bit of tactical options. The three special orders in the game are March, Assault and Overwarch.
March: March is used to get somewhere quickly. Because the march column on the firepower table is so deadly, you want to avoid using this order in the vicinity of enemies. For this reason, it is best used early in the game (to grab forward objectives and begin the army morale benefit as early as possible) or late in the game (to fall back and recapture lost objectives), particularly if you have air superiority or good anti-air capabilities. Enemy air power, or long range artillery, will completely negate your ability to use the march order, as both of these can strike at your detachments anywhere on the table without requiring normal line of sight. For this reason, the march order is probably the least used order in the game, and you may only find yourself issuing it once or twice per battle, often to cover desperate situations and fill holes in your defensive line.
Assault: If march is the least used, then assault is perhaps the most used special order in the game. At least one faction, the Space Orks, benefit from special rules for the assault order, but every army will want to take advantage of the assault move frequently each battle. The benefit of assaulting is that you can move twice and still shoot, albeit at half firepower, with no penalty to your defenses. Some units, such as cavalry and jump pack troops are especially quick, moving 20cm in the standard movement phase and another 30cm into close combat during the assault phase. This is not, however, the only thing you can do with the assault movement. The infamous "coiled spring" technique is to move away from the enemy during the movement phase (so you are out of range during the shooting phase and beyond firefight range during close combat) and then "snap back" into close combat during the assault phase. This allows you to pick your battles and choose how the close combat will be set up (which will net you at least a +1 for higher assault scores, as you pick and choose which unit will fight which target). But you could also use the assault move to circle around an enemy (entrapping them in their inevitable retreat) or to move in an entirely different direction altogether. Although the rules say that you must move towards an enemy with your assault movement, you do not have to move towards the closest enemy, and thus flanking units can slowly approach a rearward unit (getting behind the true target) or you can pick an enemy on the other side of the table so your assaulting detachment can move off in a new direction.
While clever use of the assault order is key in many battles, the downside (halved firepower) is all too often overlooked. The assault order should by no means be your "default" order—you should only ever use it in three situations: when you need a little bit of extra speed, when you want to pull a surprise movement in an unexpected direction, or when you actually want to close assault the enemy. In any other situation, the lost firepower is often far too great a loss for using the assault order without a clear strategy in mind.
Overwatch: The overwatch is another order to which many players will "default," without having a clear strategy to take advantage of it. Overwatch slows your movement to a minuscule 5cm and gives you a reroll to all missed shooting dice for the turn. This is certainly quite powerful and is a good counter to the assault order, but it also has specific uses on the battlefield. For a detachment dug into terrain and defending an objective, this is a no-brainer—you weren't going to move anyway, and you need to slow down the enemies that are coming at you before they drive you off with an assault or firefight. Overwatch lets you split fire without worrying too much about the loss in firepower this usually entails. It also allows you to set special orders, like flak anti-air fire and preparatory bombardments by artillery.
That said, essentially losing an entire turn of movement can be devastating. Even with normal movement, it could take an infantry detachment the entire game to get halfway down the table. In this context, losing an entire turn can be a big deal. You are basically taking a detachment out of the battle for a turn in order to put some damage on nearby enemies, sacrificing the ground you would have taken if you had moved. Point for point, it is a much better use of your limited time to break an enemy in close combat and seize their territory, if you are able, than to put an extra few hits on an enemy detachment. If you doubt your ability to break an enemy in close combat this turn, then overwatch can be useful to soften them up for an assault on a later turn (or just slow down their advance, if you are defending).
There are a lot of tricks for using overwatch. For one, having a "spotter" unit on the flank will allow you to pick targets from the side instead of the front (where the enemy has set up expendable units). This is true for normal attacks and even more true for deadly overwatch fire. (This strategy may not make much sense in the real world, but I like to think of these units as spotters, directing your detachment's fire from deep behind enemy lines.) If you use this strategy, "spotters" should ALWAYS be in cover, since they also invite counter-fire on your detachment and you might as well force the player to choose the "in cover" column if he wants to use the spotter unit as the closest target.
On the defense, you could also include at least a few low-armour units in your detachment to force enemy overwatch to reroll fewer dice, since more dice "hit" the first time around (remember, even if there is only a single 3+ armour unit in a detachment of 6+ armour units, all dice rolls of 3-5 will count as "hits" for the purpose of denying overwatch rerolls). This is a particularly gamey tactic, but it has its uses. Personally, we do a "left column shift" on the firepower table for overwatch fire (instead of rerolls), to avoid these weird results! The math works out almost perfectly the same, in any case, but it doesn't reward cheesy tactics!
Normal Orders: The most humble, and often ignored option, is to issue regular orders. In fact, most players forget that this is even an option! In my view, normal orders (move once in the movement phase, shoot at full firepower in the shooting phase) should be your default choice. It is great for detachments with fast movement and lots of firepower (for example, Leman Russ or Falcon grav-tank detachments), that sacrifice neither with normal orders. It is also useful when you cannot decide what to do and neither want to lose movement (from overwatch) or firepower (from assault) this turn. Since special order tokens are given in the movement phase, you may not know if an enemy detachment will assault this turn—to avoid getting too close, you may want to use regular movement to control how quickly you approach the enemy. Normal orders should not be overlooked, as they give you a lot of control in a game with a lot of "fog of war" and hidden enemy intentions. While they are not the best for speed or for shooting, they are the best all around and allow for more conservative, careful strategies at critical moments in the game.
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