Measurements — interactions which establish correlations between a system and a recording device — can be made thermodynamically reversible. One might be concerned that such reversibility will make the second law of thermodynamics vulnerable to the designs of the demon of choice, a selective version of Maxwell’s demon. The strategy of the demon of choice is to take advantage of rare fluctuations to extract useful work, and to reversibly undo measurements which do not lead to such a favorable but unlikely outcomes. I show that this threat does not arise as the demon of choice cannot operate without recording (explicitly or implicitly) whether its measurement was a success (or a failure). Thermodynamic cost associated with such a record cannot be, on the average, made smaller than the gain of useful work derived from the fluctuations.