What's the strategy for Shut the Box?
Any panels you close on a turn will, by rule, always have the same sum, so a given roll will always reduce your score by the same amount.

So all you can do is leave open as many possibilities as possible for future rolls. You do this by closing as few numbers as possible on each roll.  Closing 5 is better than closing 2 and 3 because if you roll a 2 or a 3, the 5 won't help you, but the 2 and 3 together can serve any purpose the 5 could serve.

A table is available that shows which numbers are best to close given the currently closed numbers and the current dice roll.