For oscillating shifts, sailors who tack onto the favoured lifted shift every time will make a gain. It is important to identify whether a shift is oscillating or persistent, as they each require a different reaction.
If you are lifted in an oscillating shift, stay on that tack as you are lifted. If you are lifted in a persistent shift, you will probably need to tack as the strategy will be to get to the inside of the bend. In order to do this, the earlier you take the headed course the quicker you will get the gain from the long-term lift. Sail on in a lift, but tack on a header.