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Walsh's inaugural season with the White Sox saw him appear as a spot starter and reliever. He recorded a respectable 6-3 record with 57 strikeouts and a 2.60 ERA. During this season, Walsh was introduced to the spitball by teammate Elmer Stricklett, a pitch that would propel his career forward and gain popularity among pitchers.
In 1906, Walsh had his first full season, showcasing exceptional skills with a 17-13 record, a 1.88 ERA, and 171 strikeouts. His efforts were pivotal in leading the White Sox to the World Series, where they triumphed over the heavily favored Chicago Cubs. Walsh excelled during the Series, winning two games while striking out 17 batters and posting an incredible 0.60 ERA.