As per this article on correct direction of sleeping:
Which Direction Is Best to Sleep in?
According to ancient traditions like vastu shastra, the best direction to sleep in is toward the south. This theory is also supported by some recent research1. This means that when you lie in bed, your head is pointed south2, and your feet are pointed north.
As highlighted in above quote the claim is made based on vastu shastra that one should put their head to the south when sleeping. However the exact reference is not given. Can somebody help in validating this statement?