Does anyone use a day-of-week filter?

I have been trading with an intraday momentum strategy since the start of the year, and I have been in a drawdown for the past 1.5 months.

To see what went wrong, I ran my strategy on backtest mode using data for the past 3 years. The data showed that Wednesday is the least profitable day of the week, whether there is a news event that day or not.

In particular, every Wednesday trade from mid-May to end of July 2025 was losing. For reference, the strategy averages 3 trades per week, and there is a max of 1 trade per day.

I have not applied a day-of-week filter so far, as that might lead to overfitting. However, given the situation, do you think a filter is justified? Have you ever used/considered using a day-of-week filter (other than filtering for weekends)?

Appreciate any thoughts.