I'd suggest a scientific approach, as opposed to one of the various unscientific approaches put forth by hordes of armchair "experts" or those wonderful folks who make a living selling excessive oil changes and other services. When you drain that oil at 2500 miles, send it out for analysis. Regardless of what the armchair experts will tell you, the reason for changing the oil has nothing to do with it turning dark and being supposedly full of "dirt" (you did install a filter, right?), but is in fact related to stuff like shearing, additive depletion, acid formation, etc.. All of that stuff can be analyzed in a lab, and you can use that data after a few changes to determine when you really should change the oil and filter for your particular circumstances. Throughout the history of the industry, until recently, oil change schedules have been based on worst case scenarios. Now the more enlightened manufacturer's are extending those intervals to more accurately reflect modern materials and conditions, and many have actually eliminated the hard and fast schedules in favor of on-board analysis that turns on an idiot light when it's time to change the oil. That often results in 10k plus intervals, btw.
Use a high quality synthetic oil that meets all the SAE and API requirements for your engine, and I'll guarantee you any failures you have with that engine won't be caused by your oil. Changing oil every day won't make up for lousy quality parts, and wasting resources and money for no good purpose might be a Harley tradition but it's not a good one that we need to perpetuate.
Oh, for those who just can't stand the thought of "used" oil running around in their engine, there is an alternative from early in the last century. It's called total loss lubrication, and you never had to change the oil and you didn't need a filter. Fill the oil tank, remember to open the valve when you fire the engine up, gravity causes oil to flow from top to bottom, and then it drains out. If having brand new oil all the time was such an important thing, I wonder why they abandoned that method?
Jerry