Rocky also speaks the truth! DO NOT SKIP YOUR CHEAT DAY! You need it physically AND mentally. If you feel deprived of your "cheat day" foods cause you choose to skip or limit yourself....you may cheat midweek which you do NOT want to do. So, have your Cheat Day....enjoy it.
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What's the skinny on Cheat Day?
So I am fast approaching my first cheat day and was hoping to get some guidance.
I have read 4HB and I've also read through previous posts on this site, and can't tell whether its best to just go to town and do damage control (as it seems that will really get the leptin pumping) or do just one cheat meal or to try fasting before or after.
It's still so early on for me with the SCD that I really don't want to derail any possible progress I have made, and could theoretically skip it completely, but it seems like it is part and parcel of the SCD and not just a fun diversion. I know I need to figure out what's best for myself ultimately, but you guys have been so helpful so far, I figured I would throw it out there and get some feedback.
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The Best Answer
All that cheat meal and fasting hacks should be attempted later on when you notice plateaus but right now just enjoy the moment.
Eat a regular SCD breakfast, and then go to town!
One thing I advise you NOT to do is weigh yourself for the two days after your cheat day. Total downer seeing huge weight gains.
What I did notice is though is that when I kept my lunch and daytime snacks carb heavy (bagels, donuts pastries, fruit) but ate mainly protein/fats for dinner/late night snacks (fried chicken and wine), the weight gain and bloating wasn't as severe. Something to keep in mind.
And if you're afraid of derailing your current loss, you can always opt to eat super healthy carbs like oatmeal, cereal, granola with greek yogurt, and fruit. You don't have to stuff your face with unhealthy carbs. (Even though I don't particularly crave any of these healthy carbs, I tried it once for a cheat day and the post - bloat was similar to regular junk food cheat day so I guess all I got out of that was the satisfaction of knowing I ate healthier and less nausea from simple sugars)
And remember: you don't HAVE to eat it if you don't want to. (There will be more cheat days, so you don't have to shovel in that last slice of cake if you're full. It took me a full 6 months to realize this. Ha)
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My suggestion is eat what you want. Start the day with a SCD breakfast - standard rules apply. But then eat foods that are 'forbidden' the rest of the day. You don't have to go whole hog and try to take down an entire pizza & order of chicken fingers on your own (Like I tried on my first cheat day) but if you feel like eating pizza, have as much as you want; feel like a burger, eat a burger and enjoy the bun. I've found that I can't eat the same quantity I used to and I'm still trying to adjust to this on cheat days so I'm not in pain after my first cheat meal.
Do NOT fast the day after, the fasting method is a hack to try and jump-start fat loss at a stall or slowing point. You want to establish several i.e. at least 4 weeks of what a baseline is like for you on the diet before you start modifying it a bunch.
Also do NOT skip the cheat day - you need to increase your calories to reset leptin levels, and you need the mental break from the diet - don't deprive yourself of that opportunity. Also, you should never go longer than 10 days without a cheat day, I believe this is the point that your body goes ketogenic in the bad way. I don't have a full comprehension of all this like many on the site do, but I've picked up enough to know to follow these guidelines.
Go enjoy whatever food it is that you've been craving all week!
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I'd like to add that eating a SCD breakfast on cheat day is a "hack" that has seemed to become gospel on this site but that is not specifically prescribed for cheat or DGW day, especially your first one. Tim talks about a binge day in the book that is full of hacks and tricks designed to prove that calories in/out is a myth, but this is only loosely connected to DGW day on the SCD.
When I tried it the past two cheat days, I got pissed off that on my only freaking cheat day I had to spend 1/3 of my meals not cheating at all, which led to me eating far into the night (much worse for me than eating a crappy breakfast!).
Eat what you want (even if that means eating a SCD breakfast!), but know what the original guidelines are.
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I agree with the only poster who said fasting and cheat meals instead of whole days come into play if you are not losing anymore and need to shake things up.
I keep my Monday-Saturday fully on plan with no slips each and every week. Therefore on Sunday which I my cheat day I literally eat any of the foods/carbs I have been craving all week. I do incorporate most of the damage control too.
This is what my cheat day this week will look like:
6am Breakfast: 2 eggs with spinach
9am Cheat 1: 2 bowls of cereal with two bananas (I TOTALLY CRAVE both of these every week.)
12pm Cheat 2: Eggplant Parm with a little baked ziti and garlic bread
3pm Cheat 3: Chips & Salsa (I crave this every week too!)
6pm Cheat 4: Fried Chicken Breast and Sweet Potato
9pm Cheat 5: Brownie with ice cream
Yum, now I can't wait for Sunday!!! I am on track to lose another 1.5 to 2 pounds this week. Considering I am so close to my goal weight and I get to cheat every Sunday, I am VERY happy with this plan.
Jemma, awesome Cheat Day!
Btw, is 2 eggs with spinach what you eat for breakfast on SCD days? Where are the legumes? I usually eat a SCD breakfast(4 poached egg whites, 1/4 cup chopped spinach, 1/2 cup steamed lentils-this is a breakfast I've eaten for many months now) Then, I pretty much do coffee+grapefruit juice(not together) and start to go to town. Probably have any variation of the following "starter cheats" blueberry scone, cupcake(s), gourmet popcorn(caramel-cheddar) and any other assorted snacks. 
I never do beans on cheat day, I hate to waste the carbs on them, so I don't...on all other days I eat lentils.
Jemma, I don't believe 2 eggs is the requisit amount of protein, you're supposed to have a normal SCD breakfast on cheat day, so 30 grams everyday. Not trying to nit-pick, just to help

You are right, I don't get the full 30 grams on cheat day. It's never seemed to hurt me and I like to save the calories for fun food but maybe I should add extra egg whites to get to 30. Cheat day I sometimes fudge the protocol, my thinking may be flawed though.

It's definitely not flawed if it's working for you. I think too many people are hooked on the rules, and they should be focused on the long term results.
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My cheat days:
0800 SCD breakfast
1100 Grapefruit juice a bit before lunch
1130 Pizza (2 out of 4 cheats), apple, veggies for lunch
1400 another piece of fruit or 2 during the afternoon
1500 A Starbucks and an oat bar (the only thing I have been craving)
1730 Jalepeno poppers (breaded, stuffed Jalepenos) x 3, Spanikopita (small) x3
or Samosas
2000 Doritos during TV/movie
I did have a bowl of small-chopped fruit last week. This lead to better bowels for days!
I find that carb-loading is key. You get none during the week, you have to spike your insulin/sugar.
I crave fruit during the week, and it helps the beans go through.
The only rule on cheat day:
Don't count calories/restrict
Oh, AND:
can't cheat on the wife...
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Today don't eat in restrictions. What comes to your mind, eat it. Allowing all things makes it easier to go along the week without.
Damage Control and so on might be important later on.
Dont be afraid to be plus 2kg on monday. It will all come down and even more before saturday.
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Go to TOWN!!!! Especially for your first Cheat Day!
Consider it as a reward for sticking to SCD for the week.
Also, your body really needs to leptin jumpstart.
Don't worry about tweaking Cheat Days for a while. In some ways, they tweak themselves.
Have fun and again, congrats on getting through the first week 
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Everything this lady says is awesome.
Yarn speaks the truth!
Listen to Yarn! 
Especially that last part! Cheat day five tomorrow and I am still trying to remind myself that just because I can eat anything doesn't mean I HAVE to eat EVERYTHING.
haha! Thanks for the support you guys! I wish I'd stuck to the SCD instead of falling off the wagon for several months. At least, I'm wiser about what NOT to do. LOL
Thanks yarnphreak - and everyone - for the great advice.