Well, 1. We don't live together nor do we meet each other very often RL, so if it can't really be the case even if it's true. 2. I wasn't completely serious. Sure we have had matching cycles like that for a while, but there have been lots of times when we don't match, lots of times when we've had on the same week and lots of times when she has had right before me.
Also, that thing you're talking about is a myth. A very well spread myth, but a myth non the less. Normally girls gets their periods around every 28 to 31st day, but a normal cycle can be as wide as 21 to 35 days even though that is less common. If you have two females living together, one has a regular 28 days cycle and another a 31 days cycle, they will eventually match up with one another for a while, then they will unmatch eventually for a while.
It is also a very psychological thing, we'd rather see how well we match our friends than see the things we don't match in. Rather than seeing the times when we don't sync up, we are more likely to see the times when we do sync up. We might remember them more because that is the time when we share something with our friend. If we're having menstruation cramps, then that's a pain we share together and we will remember it better than the time when I had a period and she didn't get it before two weeks later.
You can always google menstruation cycle synchronize myth and read up on it. It is very easy to find stuff about it. If you have google phobia, here's some links I found that seems to be pretty good. I have only skimmed through the text though.
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