They still are.
When the puck drops Thursday night at Madison Square Garden for the opener of their seven-game Eastern Conference playoff series, the Rangers will have been on a tear that began when they made the Stanley Cup finals in 2014.
New York had rallied from a 3-1 series deficit to eliminate the Penguins in the second round. Then they beat Montreal to make the finals, where Los Angeles won, but needed three overtime victories to do so.
This season, the Rangers set club records for points (113) and wins (53), had a plus-60 goal differential, and earned the Presidents' Trophy with the NHL's best record.
''I don't think anyone expected us to do as well as we did last year,'' said Rick Nash, the Rangers' leading scorer with 42 goals and 69 points. ''I think we have to embrace it and look at it as a challenge and challenge ourselves. We're obviously going to be the team to beat going in.''
The first opponent charged with trying to beat them is Pittsburgh, which slumped so badly in March and April that it nearly fell out of the playoffs. The undermanned Penguins, missing top defenseman Kris Letang, needed a final-game victory over lowly Buffalo to get in. Their prize: the Rangers.
''You're going to have kind of ups and downs throughout the game and they're going to generate momentum,'' Sidney Crosby said, recalling what went wrong a year ago - and what Pittsburgh must avoid now.
''But I think later on in that series, we didn't do a good enough job of just finding ways to grab it back, whether it be with a power-play goal or a big shift where you get extended time to draw a penalty, something like that ... You don't want to give them a lot of opportunities and get back on your heels.''
Here are some other things also worth looking for in this series:
STOPPING SID: Crosby struggled in the playoffs against the Rangers last year. He had one goal and two assists in the series and nothing over the last three games, all Rangers wins. He later said he had a wrist injury.
One of New York's greatest strengths is its depth up front and on the blue line. Coach Alain Vigneault is unafraid of matching up anyone with the Penguins' most dangerous players, Crosby and Evgeni Malkin. Centers Derek Stepan, Derick Brassard, Kevin Hayes and Dominic Moore all could see action against Crosby and Malkin.
IN THE CREASE: Marc-Andre Fleury is one of the few goaltenders in these playoffs who has won a Stanley Cup. He had a league-high 10 shutouts this season, but has been inconsistent (or worse) in recent postseasons.
''Every game he's played, he gave us a chance to win,'' forward David Perron said.
At the other end is Henrik Lundqvist, whose sensational work last year helped carry the Rangers to the finals. Lundqvist missed two months with a vascular injury - replacement Cam Talbot was sensational in the interim - but has looked to be in prime form since returning.
NOT SO POWERFUL: The Rangers' one real weakness has been a power play that ranked 21st, far below the Penguins at No. 10. They tend to pass the puck too much and set up the points too often.
That could allow Pittsburgh to play more physically and take some chances and penalties if New York can't cash in. The Penguins had the third-best penalty kill unit in the NHL.
One area the Penguins struggled was allowing short-handed goals; their 11 are the most for any playoff team.
HOME-ICE-ADVANTAGE?: The Rangers were pretty good at home, going 25-11-5, but hardly overwhelming. Indeed, they were a superior road team with the best record away from home in the league, 28-11-2.
New York's strong checking, speed and puck possession fit well in the postseason, when what once was a foot of maneuverability shrinks to inches. Those traits also fit well on the road.
Pittsburgh must win at least one game at the Garden, and was 20-13-8 on the road, which means it lost more away games than it won.
The Rangers won three of four meetings this season, with the loss in a strange shootout during which New York had a goal overturned.
RETURNING D-MEN? The Rangers hope to get Kevin Klein back on the blue line. He was as good as any Rangers defenseman in his 65 games before breaking his left arm. He's expected back for this series, but won't play in the opener.
Pittsburgh defenseman Christian Ehrhoff (upper body) also is expected to be available, although it's uncertain how soon.
AP Sports Writer Will Graves in Pittsburgh contributed to this story.