Not completely true. Some bodies are better at absorbing nutrients than others. For example, some who are lactose intolerant will just flush everything straight down and might even lose weight.
Then there is the fact that not all calories are created equal. 100 calories of consume fat from a steak will transfer almost entirely into used calories or stored calories. 100 calories of spinich on the other hand will probabaly net you less than 20 as there is a huge overhead for your body to convert it plus all the fiber that yield no calories
Have you actually tested this theory? Because if it was true, I'm pretty sure that dieticians would have told me "eat steak. Lots of it." Furthermore, the reason that you might gain weight more on a steak day is (and I'm going to skip the point of the apparent ultra sensitivity of your weighing scale, or possibly the sheer volume of steak you just consumed, are your portions cow-sized?), because you already had your daily calorie quota before you got to the steak (as opposed to eating something with less calories than steak).
Also, have you heard about the "1kg of lead or 1kg of feathers" logic test? Because I think you just failed it.
Citation needing for 'calories converting to fibre'. One of the useful facets of fibre (soluble fibre certainly, not 100% sure about insoluble fibre in this respect), is that it expands a bit during digestion (due to it absorbing fluid, hence 'soluble'), making one feel a little bit more full without having to eat so much.
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A question for people in the US - in the UK, if I order a steak in a restaurant, the menu will typically list its weight as being 8-10oz. While some restaurants will list an option for a larger steak, 8-10oz is by far the most common size available. What's the typical size in the US, out of curiosity? Is there some variation depending on the class of restaurant?