"It's the Romans' fault. Our modern calendar is loosely based on their old, confusing one. Though records on the Roman calendar are sparse and sketchy, legend has it that Romulus, the first king of Rome, devised a 10-month lunar calendar that began at the spring equinox in March and ended with December. It is unclear whether there were any official months between December and March, but it's likely they were left off because the wintertime wasn't important for the harvest.

The second king of Rome, Numa Pompilius, decided to make the calendar more accurate by syncing it up with the actual lunar year—which is about 354 days long. Numa tacked on two months—January and February—after December to account for the new days.

The new months each had 28 days. But that didn't sit well with Numa because even numbers were considered bad luck at the time. So, he added a day on to January, giving the year an odd-numbered 355 days. No one knows why February was left with 28 and remained an unlucky month. It may be related to the fact that Romans honored the dead and performed rites of purification in February. (The word februare means "to purify" in the dialect of the ancient Sabine tribe.)

The 355-day calendar couldn't stay in sync with the seasons because it didn't account for the amount of time it took for the Earth to orbit the sun. So, an extra "intercalary" month of 27 days was inserted after February 23 every couple of years or so to even things out. The pontiffs who were in charge of calendar upkeep didn't always add the extra month on schedule. (Some officials took advantage of the system to extend their time in office, for example.)

In around 45 B.C., Julius Caesar commissioned an expert to put aside the lunar origins of the Roman calendar and make it sun-based, like the Egyptian one. Caesar added 10 days to the calendar year and an extra day in February every four years. (The leap-year day was inserted after the 23rd, the same time as the old intercalary month.) Now, the year averaged out to 365.25 days, very close to the actual average length of a year: 365.2425 days (and even that varies)." -- http://www.slate.com/id/2159747

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