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With winter exercise, it's like Katy Perry sings: "You're Hot, Then You're Cold." Too many layers and you'll overheat; too few and you'll freeze your glutes off. According to Catherine O'Brien, a research physiologist with the U.S. Army Research Institute of Environmental Medicine, the goal is to conserve heat while still letting steam escape, keeping you dry.
Start with a thin inner layer to wick moisture away from the skin. Avoid cotton, which soaks up sweat and holds it against your skin, accelerating heat loss; try a lightweight polyester or polypropylene fabric instead. Add an insulating middle layer of the same material, keeping it a little loose to trap insulating air between fibers. Top it all off with a wind- and waterproof outer shell that you can easily remove once you've warmed up. (Gore-Tex is a solid option.) Look for gear with venting, such as zippers in the armpit area, and windblocking technology. And remember, it's fine if you're a tad chilly for the first five to 10 minutes. "If you start with enough clothing to be warm in the beginning," O'Brien warns, "you'll get too hot."