You've probably heard by now, but no, kingfishers don't nest on the water. In fact, they don't nest on the water at all. Rather, they nest in holes in banks along rivers and similar landforms. Remember, google is your friend, and there are lots of pictures.
That said, the halcyon days are the secret behind one of southern California's premiere events: The Tournament of Roses Parade. You'll notice a couple of things: one is that it's at the end of the halcyon days, and the other is that, even though it's in the middle of southern California's rainy season, the Tournament of Roses almost never gets rained out. The halcyon days are usually clear. There's probably some complex meteorological reason for this in Mediterranean climates, but it works. Or used to work. Who knows what climate change is going to do to this ritual?