There is no correlation. By definition, if you add up all the save percentages and shooting percentages over the entire league, they average out to 100 per team. But then, if you add up all the wins and losses (ignoring pity points), they average out to 82 per team; and nobody expects teams to regress to 41 wins and 41 losses every year.
Where the regression happens is that the standard deviation of PDO over a full season is smaller than the standard deviation over short stretches of games. Similarly, a team can easily go 8-2-0 in a 10-game stretch, but only a handful of teams have ever had an .800 winning percentage over a full season. If a team puts up an especially high or low PDO for a full year, chances are there is more than luck involved.
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