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The Rays are a moneyball team, and The Rays Way, like Moneyball, cannot be satisfyingly defined. The Rays way is not defense, speed, and manufactured runs (any fantasy baseball players who drafted while thinking this have been sorely disappointed). The Rays Way is not sluggers who walk and strike out (see: Casey Kotchman; James Loney), and The Rays Way is not contact hitters at slugger positions (see: Carlos Pena).
Rather, The Rays Way is to be open to any strategy that will help to win a game. Defense is good, becasue it leads to winning. Home runs are good, because they lead to winning. Good pitching is good, because it leads to winning. A top team must do everything well.
At the heart of the Rays Way, though, are the lessons of Moneyball. It's not enough for a small market team to do things well. They must do things better than their richer rivals, and that means innovation.
Enter Wesley Wright. The Rays Way is ever changing, and someday the rest of the league will catch on and it'll just become how pitcher's pitch. But right now, Andrew Friedman, Jim Hickey, and company have found a market innefficiency with the changeup. As Ben Lindbergh and others have ably described, most pitchers only throw their changeups in certain counts, away to opposite-handed hitters. The Rays pitchers throw their changeups in any count, to any batter, and to either side of the plate. The Moneyball Oakland A's found a market inefficiency by realizing that high-OBP players were being undervalued. The Rays currently do the same by realizing that some pitchers' high quality changeups are being underused.
That's Wright. When he first came over, Dan talked about how good the movement on his changeup is, how it can run as much as 15 inches away from a right handed batter. That's the first requirement—quality. The other is underuse. According to Brooks Baseball, Wesley Wright, over his entire career, has thrown only six changeups to a left handed hitter.
That's the movement graph from his first appearance as a Ray. It's seven changeups, although none of them were to lefties. In his eight pitch battle with Dustin Ackley, that ended in a triple, he probably should have thrown a few. I am 100% certain that his usage patterns will shift as he settles in with the Rays. He has a normal lefty reliever split over his career, but a reverse split in 2013. That, too, will change. When you introduce a new pitch into a mix, if it's a good pitch, everything else becomes more effective. He's a decent reliever the way he is, but it's easy to see how he can get better.
One last note: his position on the mound. One of the ways that the Rays "fixed" Fernando Rodney, was by moving him (from R.J. Anderson on BP) to the far first base side of the rubber, where the lateral movement on his sinker and changeup could play up. Wright has the same kind of lateral movement. Right now he sets up on the middle of the rubber, slightly to the first base side. Watch for a move to the third base side (perhaps not during the season, maybe next year).
Wesley Wright will be worth more than the cash we payed for him.