If there was world war 3, which stocks should I short?
Gold is generally the best option for expected political and economic strife as it generally reacts inversely with the markets. Here's a good article on the connection between war and the value of gold. 

Another thought would be to buy stock in companies involved in the defense industry. Raytheon, Boeing, Northorp Grumman all jump during wartime due to the anticipation for more demand for weapons production. 

An even safer bet would be to buy stocks in metal production such as steel given that in a wartime economy demand for these goods spikes as production of ships and vehicles will increase for a period of time.