How important is it to stick to the intended strategy even when your initial results aren't as planned?

Stay focused despite of initial results are not in favour is a must and at the same time one can't sit and relax. Strategy is certainly aimed at market to succeed. When the market is aware of the strategy, then we must be in a position to meet the opponent's counter strategy. Strategy remains as strategy until the competitors smells it and once recognised, it is not strategy but a mere exposed plan. 

Strategies evolve and change continually.   When you have the initial results, you have new information which should be fed back into your strategy.   Poor initial results may or may not mean that there is a problem with the strategy.  

Usually, initial results do not provide enough information to determine whether the strategy is fundamentally good or bad.  You need to wait for two or three sets of results.

What you should do is consider changing your tactics. 

Agree With Answer Given By Mr. Heavenly J John