We’re Going Streaking

We are happy to present a two-part guest post by Seth Samuels, who takes an in-depth look at a topic that is often a source of disagreement. Part two will run tomorrow.

Last summer, I was catching up with Fangraphs founder (and my elementary school classmate) David Appelman when he mentioned an interest in being able to identify streakiness in baseball players. Baseball announcers and writers are often criticized for psychoanalyzing a player’s current hot or cold streak, even though those streaks may often be a function of small sample sizes. A full season, however, is a much larger sample than five games. So it certainly seems reasonable that some players might tend to be streakier than others over the course of a full year.

As both a Mets fan and an occasional fantasy player, I’ve repeatedly seen my teams — both real and imaginary — bolstered by surges and short-circuited by cold spells. So being able to identify which players are most or least likely to go on streaks would be a useful tool.

I’m certainly not the first person to look at this question. Most notably, Jim Albert and Jay Bennett discussed the subject a bit in chapter five of their excellent book Curve Ball, using randomization to determine that Todd Zeile showed signs of having been a legitimately streaky hitter. They term this trait “streaky ability,” to distinguish it from “observed streakiness,” which they use to describe the small sample mistakes referred to above. In Curve Ball, Albert and Bennett randomly simulate Zeile’s 1999 season, and look at the fluctuations in Zeile’s moving batting average over eight game stretches in those simulated versions of Zeile’s 1999 season. They then compare those fluctuations to the fluctuations from his actual 1999 season, and find that, in the first half of 1999, Zeile was streakier than simple randomness would suggest.

They argue that this indicates that Zeile has a great deal of “streaky ability.” However, Albert and Bennett are quick to point out that their study suffers from selection bias — they specifically chose Zeile because he had a reputation for streakiness. In 2008, Albert returned to the subject in a paper, “Streaky Hitting in Baseball,” in the Journal of Quantitative Analysis in Sports. In this paper, Albert looks at the streakiness of all players in 2005, using batting average, home run rate, and strikeout rate. However, he finds no relationship between streakiness in one category and streakiness in another. So what happens if we look for Albert and Bennett’s “streaky ability” using a more sophisticated metric and over a longer time period?

We can easily adapt the Albert and Bennett approach to all players, with a slight update to the methodology. In particular, I’ve chosen to use wOBA, rather than batting average, because, as most readers of this site are no doubt aware, it does a far better job of capturing a player’s actual value (and fluctuations thereof). For those who are not familiar with wOBA, it is a catch-all stat developed by Tom Tango, which measures a player’s overall contribution to run-scoring by placing extra weight on more valuable hit types, and which is scaled to look like on-base percentage. So a .400 wOBA is just as excellent as a .400 on-base percentage, and a .300 wOBA is just as poor as a .300 on-base percentage.

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Being a Mets fan, I’ll use David Wright’s seemingly consistent 2007 and seemingly streaky 2010 to demonstrate the process. As was recently discussed by Bill Petti, Wright seems to have evolved from a very consistent hitter early in his career to a very volatile one more recently, although there is some evidence that this may have been a fluke. I’ll note here that, though Bill and I have somewhat similar approaches, we arrived at them independently — a nice example of synchronicity. My analysis is a bit more technically involved and is ultimately applied to a larger sample, but I’d encourage you to read Bill’s work too.

Using data from Retrosheet, I started by calculating Wright’s moving wOBA for every seven-day period during the 2007 season. This is plotted below in blue, with the red line representing Wright’s full-season wOBA:

For each point on the x axis, I then take the absolute value of the distance between the moving wOBA and the full-season wOBA. Next, I take the average of all of these distances for the whole season, weighted by the number of plate appearances in each seven-day window. The weighting serves two purposes: first, it helps to avoid placing too much emphasis on small samples — if a player comes to the plate thirty times in one window and only five in another, we care more about his performance in the first. Second, it means that if a player is injured and misses playing time, he will not be punished for his .000 wOBA during that time. Using dates instead of games or plate appearances also helps to account for injuries, as a player who goes on a hot streak and then misses a month with injury should not be viewed as continuing the same hot streak when he returns.

The resulting calculation is our raw streakiness statistic. In essence, this boils down to a weighted average area of the blue region in the plot below:

Wright’s raw streakiness in 2007 was .072. For streakier players, we would expect more frequent and extreme divergence from the full-season wOBA, and therefore a higher resulting streakiness statistic. As noted earlier, David Wright appears to have gotten streakier in recent years. Sure enough, in 2010 Wright’s raw streakiness came in at .101. Wright’s 2010 performance is plotted below:

As we can see, Wright’s performance peaked around the same place in both 2007 and 2010, maxing out at .656 in 2007 and .659 in 2010. However, because his full-season performance was so different in the two years, the peak represents a .292 deviation in 2010, compared with only .238 in 2007. Moreover, in 2007, Wright’s seven-day wOBA never dropped below .227. In 2010, it got as low as .113. Clearly, Wright was much streakier in 2010 than in 2007.

But just how streaky is Wright’s performance really? How does it compare to the rest of the league, for example? This question is more complicated than it may seem at first. The problem is that players with a greater range of results will tend to have greater variation in the value of their performance in general, and will therefore exhibit greater fluctuations. Wright will have his share of outs, singles, doubles, triples, and homers. Luis Castillo will rarely do anything other than single or make an out. So we need to make sure that we are not accusing Wright of streakiness just for being a better hitter than Luis Castillo. Therefore, in order to compare Wright’s streakiness to the rest of the league, we first need to compare it to random chance.

The trick is to borrow (and modify) an idea from Albert and Bennett. Let’s go back to David Wright’s 2010 season. Using the Retrosheet data mentioned earlier, we can randomly simulate Wright’s 2010 season many times over, and see how the universe of simulated David Wrights compares to the real one. While Albert and Bennett used a random simulation method, which allows changes to the bottom line, I prefer something called permutation inference. In our simulations, Wright’s overall 2010 performance does not change. He still has exactly 661 plate appearances (excluding intentional walks), 60 walks, 98 singles, 36 doubles, 3 triples, and 29 home runs. The only thing that will change in our simulations is the order in which those things occurred.

We also assume that the dates remain constant. This will allow us to calculated simulated values for Wright’s seven-day wOBA, and compare his simulated streakiness to his actual result. So, for example, here are Wright’s first ten plate appearances of 2010, along with his first ten plate appearances in five different simulations:

Each of those results in the simulations corresponds to a true at-bat from Wright’s actual season. So, for example, in a given simulation, Wright’s first plate appearance may be replaced by his 247th, his second may be replaced by his tenth, and so on, with his actual first and second plate appearances showing up later. There are 661! possible permutations of Wright’s 661 plate appearances. That’s well over 10 x 10100 and far more than we could possibly calculate. Fortunately, by randomly reordering Wright’s 2010 plate appearances a large number of times, we can closely approximate the actual distribution of possible streakiness scores that Wright could have posted. This allows us to figure out how streaky Wright was in 2010 compared to random chance.

Let’s try simulating Wright’s 2010 season 10,000 times. It’s often easy to forget how streaky even pure randomness can be. So, just to give a sense of that, here’s the least streaky simulation of Wright’s 2010 season, in which he posts a raw streakiness of .053:

One might still consider that a pretty streaky ballplayer. That’s a particularly nasty cold streak in July, worse than any the real Wright endured in 2007. By contrast, here is the most extreme case, in which simulated David Wright’s raw streakiness is .126:

That’s a pretty volatile player, to say the least. Ultimately, however, we’re concerned about the distribution of simulations, not the extremes. In all, out of 10,000 simulations, Wright’s actual streakiness was more extreme than 9,312 of them, suggesting that he was streaky, even in comparison to the full range of possibilities. Here is the full distribution of possible streakiness values for Wright in 2010, with the red line representing his true result:

Our methodology finds that Wright’s 2010 season was streakier than 93.1% of possible seasons, given his performance. So we can assign Wright a true streakiness value of .931. Looking back at Wright’s consistent-looking 2007, we see that his true streakiness was .142. So, even after accounting for the possibility that Wright’s streakiness was largely a function of randomness, we find that he did indeed go from being very consistent in 2007 to extremely streaky in 2010.

So, now that we have a framework for assessing streakiness, we can apply that framework across the game, and see what it tells us about the volatility of all players. The use of permutation inference also means that, should we choose, we can apply this same method with other statistics — contact rate, slugging percentage, and ERA (for pitchers), just to name a few. Tomorrow, I’ll apply this approach to the entire league, and see how David Wright’s streakiness compares with that of other players.

The information used here was obtained free of charge from and is copyrighted by Retrosheet. Interested parties may contact Retrosheet at “www.retrosheet.org”.





64 Comments
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Oscar
15 years ago

What an incredible article. Great work.

Mark Kieffer
15 years ago

Good work. I love this website. I check it out everyday. Inspires me to do research on topics as well.

Hey
15 years ago
Reply to  Mark Kieffer

I cared.

phoenix2042Member since 2016
15 years ago
Reply to  Mark Kieffer

wow man…

SteveM
15 years ago
Reply to  Mark Kieffer

Wrong. Fail. It’s a brilliant article. If you don’t care, just continue reading your “O” magazine, but don’t bother the rest of us.

Danny
15 years ago

Brilliant. Very much enjoyed reading this article.

Albert Lyu
15 years ago

This is incredible. Looking forward to tomorrow’s article. Curious to see if Wright’s 2010 compared to 10,000 Wright simulation distribution would be similar to Wright in 2010 compared to all players in 2010. Very awesome.

Alan
15 years ago

always nice to see new and original endeavors…looking forward to the rest

CircleChange11
15 years ago
Reply to  Alan

That’s what i was thinking. I’m not certain how reliable some of the newer stuff is, especially when compared to simulations.

But, I could understand exactly what was being measured and compared, due to the quality of the writing and graphs.

I appreciate that people are continually examining new situations and ideas.

I think with some of the new FX technology, etc there is going to be a lot of new things to look at and study.

I appreciate the article.

lex logan
15 years ago

Interesting article. Wright’s 2010 season seems to have a “p-value” of about .07, or 1 chance in 14 that such a season could occur by chance alone — not a startling or statistically significant result. With on the order of 200 players per year having more or less full seasons, we could expect one player per season to exhibit a streakiness of around .995. So, pending part two, this approach appears to ratify the random chance model of streakiness.

Greg
15 years ago

Also would be interested to know what sort of year over year correlations exist in this streakiness factor, though I suspect that is not within the scope of your research for this article. Are there Todd Zeiles out there who consistently find their results on the high side of their own random streakiness distribution, or likewise the distribution across all of baseball?

Albert Lyu
15 years ago
Reply to  Seth Samuels

Both year-to-year correlations and distribution across all of baseball? Sounds epic.

phoenix2042Member since 2016
15 years ago
Reply to  Seth Samuels

so excited for this!

Lee
15 years ago
Reply to  Greg

It’s a small point, but one worth noting: using a true random distribution of at bat outcomes is going to inherently, on average, be less streaky than reality. In the real world a batter has to face (potentially a really good) pitcher 3 or 4 times in a row, or play in a pitcher/hitter friendly ballpark 3-4 games in a row, or play against a poor defense 3-4 games in a row, or play with an injury many games in a row. Using the mathematically random distribution of at bat outcomes will make everyone look streakier than they actually are.

The next logical step would be to compare a player to the rest of the league, using your pure random as a baseline. This too has it’s drawbacks, as you’ve mentioned, in that a better hitter will inherently be more streaky than a weaker batter.

It will be interesting to see if you can come up with a compelling factor for streakiness that doesn’t leave any logic holes.

filihok
15 years ago
Reply to  Lee

Excellent point.

In the simulations David Wright faced a ‘David Wright Average’ pitcher in every at bat.

In real life David Wright faced Roy Halladay 12 times and went 1 – 12 with 7 K’s.

Still an amazing article though.

Pete
15 years ago
Reply to  Lee

This is a very important point. I’m willing to bet that a large chunk of “streakiness” is actually due to the quality of pitching faced. To the point where “streakiness” is probably almost always insignificant.

CircleChange11
15 years ago
Reply to  Lee

This is a very important point. I’m willing to bet that a large chunk of “streakiness” is actually due to the quality of pitching faced.

In a single series, yes. Over a 7-game stretch, probably not.

In order for that to be legit, you’d basically have to play Philly, and then travel to SF … facing to top pitchers for each team.

Back in college (early 90s)we used to say “Luckier than a fat chick in Atlanta.”, referring to ATL’s pitching rotation as being an “immediate slump”, and well, Mark Grace informed all of us the proper way to end a bad streak (Slump-Buster).

Lee
15 years ago

Meant for my comment to a new thread, doesn’t really matter though.

Also – regarding my comment about playing with injuries – this may be precisely the kind of thing you WANT to measure, but the other factors (pitchers 3 ABs in a row, parks 3/4 games in a row) are likely inescapable noise.

Lee
15 years ago
Reply to  Seth Samuels

Agreed. Injuries are going to be noise no matter what, no way to quantify it. Even the pitchers/parks will probably be near impossible to work around. But maybe consider finding a sliding scale correlation between wOBA and streakiness, and use that to weight the league average of streakiness, when comparing a player to the league. So good hitters don’t look more streaky than poor ones.

Franco
15 years ago

If you’re looking for long bouts of streakiness for an example, doesn’t Pat Burrell have the biggest rep for going months in either extreme each year?

dutchbrowncoat
15 years ago
Reply to  Seth Samuels

great response

MikeM
15 years ago

Great, great article. Really enjoyed reading it, and am looking forward to the rest.

Danmay
15 years ago

I can’t wait to see part two.

Twenty days in, this is my favorite post of 2011.

Jerry
15 years ago

Gotta love statistics, this is a great article and great work.

J-Doug
15 years ago

Seth, you could adjust for park by adjusting the wOBA components for each part using JinAZ’s component park factors: http://www.beyondtheboxscore.com/2011/1/5/1915431/playing-in-parks-component-park-factors-2006-2010

It’d be a bit more tedious, but it’s a good way to avoid park effects. I’d imagine they’re probably rather strong for Mets, considering that the R/G average at CitiField is near the bottom.

Sunny Mehta
15 years ago

Excellent article.

Couple questions…

How does Wright’s 2010 streakiness number change if you set the average at something other than his observed 2010 average wOBA (e.g., perhaps his career wOBA, his projected wOBA, etc.)?

Also, it seems your randomization technique involves essentially Hypergeometric sims. My concern is this: I’d think the theoretical distribution of every player’s results would be pretty heavily left-tailed, i.e. they are likelier to underperform their expected wOBA by a larger margin than overperform, due to injury. Perhaps your model could account for that? (Maybe hypothesize a distribution, perhaps in Beta or some other form, and then sim from that?)

Probably worth looking at what the rest of the population does, even if you surmise the players’ “batting styles” to all be slightly different.

phoenix2042Member since 2016
15 years ago
Reply to  Seth Samuels

well i think that sunny meant was that a player who has a .350 wOBA can be injured and post a .000 wOBA, whereas they will never ever be able to post a .700 wOBA over a year. basically, they have more room to fall than capability to rise. although, i’m pretty sure this doesn’t have much to do with the article…

Phil
15 years ago

Raul Ibanez should definitely merit a look, he was ridiculously streaky while in Seattle

Vic Ferrari
15 years ago

Great stuff Seth. Albert called this the Black Stat, because he coloured in the area between the mean (straight line) and moving average plot (squiggly line), the area in black represents the streakiness. You’ve done the same using a hypergeometric model (reminiscent of Bill James’ Batting Temperature) and wOBA. Then he simulated 10000 seasons for each player and determined their rank, as you have done graphically.

My only quibble would be to question why games were used instead of PA.

His next step was an order test. Wright would be a count in the tenth bin. If the next player you check has his actual streakiness for the season rank 4763 out of his 10000 sims, then he would count in the fifth bin. On and on for every hitter in MLB who had a reasonable number of PAs.

You end up with a histogram that is surprisingly flat, leaning only slightly to the right. I assume that is what you will execute in Part II, and I would be shocked if the results are any different than Jim Albert’s.

An interesting study would be to use your methodology, which I think is terrific, and apply it to allstar break to allstar break, so it bridges the off-season gap. Probably best just to use hitters that stayed with the same team for that, too. My theory is that would yield a population histogram with the 8, 9 and 10 bins significantly overrepresented, though it’s just a hunch.

BTW, I believe Dr Albert is working on another paper assessing streakiness in baseball using a probablistic forecast of a players p-value based on a geometric model. And I think the early returns show similar results to his recent paper and (likely) your part II.

Vic Ferrari
15 years ago

Sunny –

Yeah, I agree on all counts. Essentially you’re questioning the position of the straight line in Seth’s plot. The thinking being that the straight line represents his performance that year precisely, but not necessarily his innate ability during the season. This due to luck. Am I interpretting correctly?

My concern with your suggestion would be that we would be adding in more noise, simply because the available forecasting models aren’t that good. This mostly because of the transitive nature of player ability in the off-season, a factor which is extremely difficult to pin down. Hell, it’s extremely difficult to get anyone other than a Bayesian mathematician to even acknowledge it is a problem.

Using Seth’s methodology using the back half of the 2009 season and the front half of the 2010 season, all treated as one continuous series of games … that should shed light on the problem. Perhaps do more than that.

You agree?

Sunny Mehta
15 years ago
Reply to  Vic Ferrari

“Am I interpretting correctly?”

Yup, that’s exactly what I meant. And I see what you’re saying about adding more noise. Definitely a binomial sim or anything that hypothesizes a distribution will in a sense be more “biased” than a pure hypogeometric one. Though I’d argue that’s preferable when dealing with a sample of one season of one player’s observed results.

But if you’re right that everyone is f’ing up projections due to underestimating inter-season talent changes, I agree that it’s probably best to get back to basics by using hypergeometric sims spanning across seasons. But I just think it’s imperative to do it for multiple hitters to get some idea of the population shape. (Seth may be right that comparing Wright to the whole population is slightly unfair to Wright, but I think it’s more fair than NOT doing it all. Plus, further decisions about inclusion/exclusion of certain players from specific populations can always be made down the road.)

Vic Ferrari
15 years ago

Sunny, just to add, that criticism applies to Albert’s paper, the one that Seth mentions in this article. Have you talked to Jim about that at all? I’d be interested in hearing his reasoning.

Sunny Mehta
15 years ago
Reply to  Seth Samuels

Seth, see my comment to Vic above, but basically I think Vic is surmising that, while many people have (correctly) found very little evidence for streakiness by players in a given season (indicating no significant changes in a player’s true talent during a season), we’ve all underestimated that effect BETWEEN seasons. I.e., players’ true talent levels change significantly in the offseason. And we should be able to test that using your model here, but doing it for samples of [second half of year 1 + first half of year 2] instead of [full year 1] or [full year 2].

intricatenick
15 years ago

This is great stuff. A massive result would be to perform this on every player for every year. The streaky players would be those who had the highest year to year correlation of above average streakiness.

I think that actually doing permutation inference by day rather than AB might be interesting to see if those values differed in any way. Many ideas about streaks concentrate on being “hot” and I would think an AB that took place in the same game maybe be different from an AB that takes place the next day in terms of “hotness”. If there is no difference in running randomized days (i.e. keep each day the same but mix their sequence up rather than each AB) that may say something about the “hot hand” hypothesis. I think they used this idea of game separation in the hot hand basketball paper.

mmoritz22
15 years ago

Wow, This is a fantastic post. I do have a question: how much do you think that streakiness affects a player’s value, if at all? Also, do you think this stat will get a real name and become a stat that is used in baseball eventually?

Danmay
15 years ago
Reply to  mmoritz22

Maybe Seth’s work is going to show that a certain type of player tends to be streakier.

Maybe the career paths of streaky players is unusual.

CircleChange11
15 years ago
Reply to  Seth Samuels

I can’t believe no one has joked about the title. Classic.

Do you think KFC is still open?

theperfectgame
15 years ago

Truly fantastic article, Seth. The actuary side of me loves the technical statistical analysis, and the Met fan side of me loves your choice of case study subject.

Can’t wait for Part 2!!

Woods
15 years ago

Interesting analysis. What would you think of an alternative approach (assuming the data sets cooperate) of taking a player’s season and then looking at the distribution of their performance over every X game or Y plate appearance sample from the season. You could compare distributions and standard deviations for different players as a potential measure of their “streakiness.”

Just a thought.

Vic Ferrari
15 years ago

I wasn’t referring to aging, Seth, though that’s a terrific topic in it’s own right. I was talking about the transient nature of ability in the off-season, independent of age.

Using your type of model (which is a Calvinist presentation of Albert’s work, nothing more or less, and that’s a good thing imo, despite Mehta’s concerns) … look at April vs September for the same population of hitters. This using the hypergeometric model and order test (I assume the latter is coming in part II).

I think you’ll see that ability changed precious little in the population.

Now repeat the exercise for September to the following April … it’s off the hook.

Brad Null articulated the phenomenon well, though he never tackled it. There was another paper on forecasting, can’t remember the authors right now, the presentation of results vs PECOTA and Marcel seemed like a fishing expedition to me, so I never made note of the writers. They were Bayesian mathematicians, though. And they tried to capture it by creating separate population of hitters (priors) and tried to detect when a player was due to shift from one group the the other.

Jim Albert told Sunny, indirectly, that the phenomenon predates PEDs as well. Specifically his graduate class was studying Hank Aaron’s career arc and could not explain the season to season shifts in p-value, which were well outside the bounds of chance but (as you’ll doubtlessly show indirectlylater today) the in-season p-values are stunningly consistent for the population as a whole. Sunny will correct me if I’m wrong about that, I’m sure.

No bugger is going through the looking glass until someone figures that out.

You would seem to be set up to execute that, at least make headway, though I appreciate you’re busy with school.

Lucas Apostoleris
15 years ago

This is absolutely off the charts. Excellent research!

Jason W.
15 years ago

“There are 661! possible permutations of Wright’s 661 plate appearances.”

I don’t think there are anywhere near that many permutations. Every out, single, double, etc. is the same as all the others. There are only six events for each possible place in the permutation, so 6^661 is the upper bound on the number of orderings, right?

This would reduce the number of permutations from on the order of 10^1600 to on the order of 10^500. (Unfortunately, this is all a quibble because it doesn’t change the fact that it’s probably silly to deal with every single one of those.)

Beancounter1010
15 years ago

This reminds me of studies of volatility of stock prices or commodity prices. Almost all stocks or commodities are more volatile than random chance would indicate. The problem is that we are assuming assuming Baysian probability. Instead, use power laws and fractals, and you’ll model the base behavior better. Individual streakiness needs to be compared to that base.

The best book explaining this is by former Yale Professor and IBM researcher Benoit Mandlebrot, who invented Fractal Geometry. The book, cowritten by WSJ editor and Harvard Math major, Rich Hudson, is called the Misbehavior of Markets. I bet if you followed this fractal math, you’d get a better handle on the Misbehavior of Hitters.

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15 years ago

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14 years ago

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