Female athletes intuitively sense their performance fluctuates with their menstrual cycle, yet scientific validation remains frustratingly elusive. This disconnect between lived experience and research findings highlights a critical gap in sports science that affects half the athletic population. The comprehensive analysis of menstrual cycle research reveals a complex interplay between hormonal fluctuations and exercise capacity across aerobic endurance, anaerobic power, and strength domains. Estrogen and progesterone variations theoretically influence substrate metabolism, cardiovascular function, thermoregulation, and psychological state throughout the approximately 28-day cycle. However, studies examining actual performance differences yield contradictory results, with some showing enhanced capacity during certain phases while others find no significant variations. The review identifies methodological inconsistencies as a primary culprit, particularly in how researchers define and verify menstrual cycle phases. Many studies rely on self-reported cycle timing rather than hormonal verification, creating substantial measurement error. Additionally, research has concentrated heavily on traditional fitness metrics while neglecting sport-specific skills like speed, agility, and coordination that often determine competitive outcomes. This evidence gap represents more than academic curiosity—it has practical implications for training periodization, competition scheduling, and performance optimization strategies. The inconsistent findings suggest that individual hormonal responses may vary considerably, making personalized monitoring more valuable than universal recommendations. Until research methodology becomes more standardized and comprehensive, female athletes and coaches must navigate performance planning with limited scientific guidance, relying primarily on individual tracking and subjective awareness.