Hi, If the horse is in good physical health, wormed, gets enough to eat of hay or good pasture when it is cold, and is a normal weight, then let him grow a good winter hair coat and don’t blanket. I live in Montana and my horses are outside with free choice to go in a run in shed. They only use it (sometimes) when it is raining really hard or the wind is blowing hard in the winter or for shade in the summer. I am amazed at how often they don’t go in and just prefer to stand or graze. We get serious cold weather off and on during the winter. When I boarded my horses at a facility that had run in sheds and pens, the only horse shivering on the place was the one with the blanket. The others had grown hair coats and were toasty warm. Even the horse in the one pen without the run in shed did okay. Mother nature takes care of them. The blanketed horse didn’t grow a hair coat and the blanket flattened the hair he had, and it really wasn’t a winter blanket to begin with. And when it slipped off he was really in trouble. You have to constantly check to make sure a blanketed horse has it on, not tangled in it and if the weather warms, you want to take it off otherwise he will sweat under it and then get cold. So…. a wind break helps but letting a horse grow hair and most importantly having enough hay (not grain) to eat because digestion of hay (not grain) and a good hair coat will keep the horse warm. Horses can get chilled if they get wet and the wind blows because of wind chill. If you don’t have a wind break, then occasionally blanketing in especially bad weather may be an option but let him grow hair.