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?