This might be too much here, but here it is. Depending on the mayfly, are they swimmers or crawlers? If they are swimmers, maybe they were only eating the nymphs on the way up. If the nymphs are crawlers, then maybe you need to have your nymph bumping bottom. One poster noted the floating steak, fish (generally) will not expend more energy than they gain from the food source, so this is also correct. Fish have an IQ of 4, maybe. Fish are either eating, waiting to eat, hiding, or mating. The strike instinct of the fish was not activated while you were out there. Perhaps if you know where the fish are, the Leisinring Lift may have been answer. I of course cannot say for sure, nor could I say I would have caught any fish, but these may be a couple thoughts for next time.