In short, you should keep Yahtzee Chance boxes for as long as you can.

Chance boxes should only be filled when you have at least 19 or more points. Below is a quick chart of when and how to fill the boxes. The order of the recommendation goes from the most favored to the least favored.

Most Favored ->
Chance of 22 or More
Two 1’s
Two 2’s
Chance of 20 or 21
Two 3’s
One 1
Chance of 19
-> Least Favored

Example:
If you have 1-1-2-2-3. Fill it as two 1’s as it is the most beneficial choice.

If you have 1-2-2-3-3. Fill it as two 2’s since it’s higher in the list than the single 1.