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Good stuff.

“Success rates on both sides of the ball in the ninth inning hover just above 40%, compared to around 60% in the first. We like calling these last-ditch, usually unsuccessful challenges “vanity challenges.” — Plus nobody is going to “waste” a challenge in the first inning — unless they are really sure. So we’d expect first inning challenges to be more successful than ninth inning — use it or lose it — challenges.

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I'd agree in theory, but the data here is interesting. I can't post the graph here (but would be glad to share) but there's very little variance between innings 1-8 in terms of miss distance on failed challenges. The 9th inning has the greatest miss distances, but teams seem to be missing by a relatively similar amount in innings 1-8. I bet players are doing exactly what you describe, but their ability to pull it off is another story.

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