Biological movements are prone to error. Different movements lead to different errors, and the distributions of errors depend on movement amplitude and direction. Movement planning would benefit from taking this variability into account, by applying appropriate corrections for movements associated with the different shapes and sizes of error distributions. Here we asked whether the human nervous system can do so. In a game-like task, participants performed rapid sequences of goal-directed pointing movements in different directions, toward stimulus configurations presented at different eccentricities on a slanted touch screen. The task was to accumulate rewards by hitting target regions and to minimize losses by avoiding penalty regions. The distributions of endpoint errors varied in size and degree of anisotropy across stimulus locations. Our participants adjusted their movements toward the different locations accordingly. We compared human behavior with the optimal behavior predicted by ideal movement planner maximizing expected gain. In most cases, human behavior was indistinguishable from optimal. This is evidence that human movement planning approaches statistical optimality by representing the task-relevant movement variability.