@Harrys

To me it isn’t over-optimising, for you maybe it is. In my opinion markets tend to behave differently on holidays and maybe even the day before or after because of low volume. Even when the markets in the VS are closed can have some impact.

Skipping first weeks of the year gives the market a bit of time to get back to normal after the holidays. Indeed the performance was not good for couple of  years.

In general, I don’t want to trade every trading-day.