All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger.
The act that you mentioned in the question has no evidence in the Sunnah becasue it is not confirmed that the Prophet ordered it. Also, it is not confirmed that any of the female companions ever did so.
Therefore, the Muslim women should avoid doing this act because it is an innovation that is not from the religion of Allaah and the Prophet said: “Whoever does an act that is not in accordance with ours (Islam), it will be rejected.” [Al-Bukhari and Muslim]
Allaah Knows best.