I got a question in an interview, not sure if I got it: ‘’’ Assume you built a perfect quantitative trading model with perfect r2, what trading strategy do you recommend and what are the expected returns of such a strategy? ‘’’ I don’t quite understand it. Appreciate any insight.

I got a question in an interview, not sure if I got it: ‘’’ We trade stocks and futures, and you can both long and short for futures. Assume you built a perfect quantitative trading model with perfect r2, what trading strategy do you recommend and what are the expected returns of such a strategy? ‘’’ I don’t quite understand it. Appreciate any insight.