# Which strategy will you chose and why?

Suppose you have two strategies

Strategy 1 will give returns like this

HPer 14
AvgRet 0.318182022
MaxRet 11.18390805
MinRet -0.73469389
MedianRet 0.083076829
StDevRet 1.180672961

Where HPer = Holding Period i.e. you have to hold the investment for 14 Weeks
AvgRet is 31.8% it means if you follow the signals from this strategy in the long run your mean return is 31.8%

MaxRet is 1118% meaning maximum on any signal you can expect 11.18x returns in HPer i.e. 14 weeks

MinRet is your max loss on any signal in this case is 73.4%
MedianRet is from all the signals generated half of them will give above 8.3% return

StdDevRet is the standard deviation of all the returns generated from the calls/signals generated.

Strategy 2 will give returns like this

HPer 9
AvgRet 0.236211015
MaxRet 4.806122653
MinRet -0.985243903
MedianRet 0.037593985
StDevRet 0.797247246

Here Holding period is 9 weeks with average return in 9 weeks is 23.6% and Maximum Expected return from any signal is 480% and max loss is 98% and Median Return is 3.7% and Standard Deviation of Return is 0.79

Given these two strategies which one would you go with and why?

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