This is another old folklore saying that has some predication upon which way the wind is blowing and the success rate of catching fish. From what I have been able to gather, winds from the east generally carry colder winds, resulting from a high pressure system. These colder winds deliver a chill to the surface depths, typically occupied by smaller fish. This causes the smaller fish to leave that particular depth and area, seeking a warmer location in the water. The small fish also cause the big fish to leave, as the big fish prey upon the smaller fish. Winds from the west, on the other hand, and particularly the soutwest, carry warmer winds, which in, turn, causes the water at the surface level to be generally warm. The warmer water is definitely what the smaller fish prefer, and the big fish will follow the location of the smaller fish. So the likelihood of having a good catch is dependent upon the source of the wind and its effect upon the surface temperature of the water.