I found the UI for creating schedules is a little bit misleading for some cases.
I wanted to create a rule for Saturday 4pm to Sunday 10pm. The visual placement of the drop-down menus in the lines "From" and "To" suggested to me, that I can select these two dates and times. But what really got created was a schedule "4 pm to 10 pm, on Saturday and Sunday". Maybe this behavior can be reflected in the UI by replacing the day-of-the-week drop-down menus with checkboxes.