An unexamined assumption here is that the New Deal actually was a solution to the depression. There are serious historians who believe that the New Deal turned what would have been an ordinary and short-lived recession into the Great Depression. That is, it is entirely possible that the New Deal caused the "Great" part of the Great Depression. In which case, the most obvious improvement would be simply to not have the New Deal. I hope that this is the answer that you were looking for and it has helped you.