Day is noted for pitching a perfect season in 1937 (13-0) while playing for the Newark Eagles and for his fastball. Day was also a good hitter and baserunner, batting a .320 in 1937.
From 1935 through 1946 he appeared in a record seven East-West all-star games and set an all-star record by striking-out 14 batters. Also, in 1942 he set a Negro League record when he struck out 18 Baltimore batters in a single game.
When the Negro League was in the off season, Day played winter ball in Puerto Rico. There he established a Puerto Rican record of 19 strikeouts.
During World War II Day served in the United States Army and was discharged in February 1946. That same month, he pitched an Opening Day no-hitter against the Philadelphia Stars.
In 1950 he left the United States to play in Canada for a year. The next two years he played for organized baseball.
Day retired from baseball in 1954 and was inducted into the Baseball Hall of Fame in 1995.