Preheat your oven to 375°. Spray a baking sheet with cooking spray.
In a large bowl, combine the flour, sugar, salt, baking soda, and butter. Use your fingers to rub the butter into the dry ingredients until no clumps of butter remain.
Whisk together the egg and buttermilk in a small bowl. Pour into the flour mixture and stir gently just until there is no dry flour on the bottom of the bowl.
Dump the dough onto a lightly floured surface. Press together until it forms a circle. It will be sticky, but don't add more flour or your loaf will be dry.
Transfer to the prepared cookie sheet. Use a sharp knife to cut an X on top of the dough.
Bake in a preheated oven at 375° for about 35-40 minutes, or until golden brown. A toothpick or bamboo skewer inserted in the center of the bread should come out with no raw dough.
Notes
I HIGHLY recommend using fresh buttermilk for this recipe. If you don't have it, you can measure 1 Tbsp + 1/2 tsp of lemon juice or buttermilk in a liquid measuring cup and fill it to the 1 1/4 cup line with milk. Or you can use 1 cup of milk and 1/4 cup of sour cream. But nothing works as well as buttermilk!
Don't overmix the dough. It will look shaggy as you form it into a round loaf, but that's fine. If you try to work it until it's smooth, your loaf will be tough.
If desired, you can add 3/4 cup of dried currants, raisins, or craisins.
Leftover bread can be stored in an airtight container at room temperature for 2-3 days. It will last longer, but because it's low in fat, it starts to dry out.