My MLB win percentages have gone up drastically since I began playing daily fantasy baseball religiously.
I build several rosters daily and, in doing so, analyze every stat that I can get my hands on. This has brought my MLB win percentages to heights that I've never reached before. Building teams each day taps you into the ebb and flow of the players. You reach a point where you can tell which players are going to have good nights and then obviously pull them all together to see which teams have the most players that you've deduced will come up big.
Combine the in depth knowledge that you gain over time building fantasy teams which your own separate research into bullpens and you'll become a winning MLB capper.
This has been my experience anyway. For me, this works with baseball only. I play daily fantasy in every other sport and don't feel as though it helps in capping those sports.