There was a period from 1999 - 2004 when I did this during my electronic Eurex/LIFFE interest rate prop day trading days. I had a very specific set-up I was looking for, and I would log off the screen at about 11:30 am US Central time and call it a day. If I stayed, it was just chop and the risk vs. reward became crap. I also traded very little during the last three weeks in December for the same reason. If you are going to prop trade you want to take as much size as you could and I certainly did. When markets thinned out, it became a real obstacle.