My observations running a variety of oils are as follows:
Rotella T6 5W-40 - Works great, feels great, needs to be changed by 4000 miles. Shift feel starts to degrade slightly at 3000.
Mobile 1 4T 10W-40- Same thing as Rotella, but shift feel doesn't start to degrade until 4000, so change at 5000.
Amsoil Marine/Diesel 15W-40 - As recommended by Carpenter, feels by FAR the best when new. By 4000 it starts to feel slightly worse, change by 5000.
Castrol as used at the dealer (whatever that mystery oil is)- Seemed to work fine, wasn't able to ride long enough to find the break down point
Any good ester based synthetic is appropriate as long as it doesn't have the friction modifiers of passenger car oil. The thing with the Rocket, is the oil temps do NOT get very high. I've looked at 4 different bike oil temperatures, all were between 170f and 180f, even after playing on curvy roads where it's hung above the typical cruise RPM of 3000 and under for extended periods.
Due to low oil temps, on a bike that will never see track-like conditions, I do not see a point in picking an oil based on weight because of season/environment.
I will offer this as well, my engine upon tearing it down this summer, looked nearly new. There is no oil staining on the aluminum, sludge, or undesirable build up anywhere. I change between 3000-4000 miles, regardless of oil type or when it is still golden, but has visible black particulate in it. The particulate build-up has slowed drastically since installing the crank-case evacuation system, so I'll be doing it by mileage at 4000 or season (every spring) if it has under 4000 on it.
The 2006 engine I have, serviced at the dealer by the previous owner (presumably had the oil changed every 10k miles-ish), was stained and has sludge/buildup everywhere. A coat of oil scum covered EVERYTHING inside the engine.
2014 - 19,700 miles at tear down
2006 - 28,000 miles at tear down
It's hard to believe the difference with only a 8,300 mile difference between the two.
The most important thing is change it before the 10k "interval".