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Since I only do a few days in the winter, I am lacking in a full line up of appropriate gear. Kinda like when first starting out bping, you use what you have. I don't have a parka, I slide by with a synthetic Golite jacket and a down vest, powder pants for hiking in and down liner pants now for sitting around camp. I have some ancient Sorel's I have had for over 25 years, nothing keeps my feet warm, except late last winter on a group trip, when I used some chemical packs in my down booties, that was nice. My liner gloves have holes in the tips from lighting my stove or stoking a fire where firewood is dry and plentiful. I visited the WinterTrekking site, small group. I need to pay more attention to lists of clothing for winter trips, then I can work on filling in my gaps.
Similarly I do alot of 0F to 40F, but very little 0F to -40F. It can be tricky figuring out what to buy and what to bring in the off chance you do get -30F. You don't have to have ideal or expensive or really heavy stuff for those exceptions, but you do need to have some answers, and some practice. My answer thus far is the clothing and sleeping system that works for me down to 0degF without much fuss, plus an extra 1 pound for long wool underwear, and an extra 1 pound for a small hatchet, and alot more fuss. As the temperature drops much below 0degF I am essentially going into survival mode, which generally means a combination of slowly truding back out in all my clothing, sleeping in my sleeping bag often with much of my clothing on, and making a small fire and perhaps enhancing my shelter system in order to get warmed back up and dried back out, and lots of food. All this would need to be practiced, and even then things can go very badly. So in winter I want to be prepared to handle 3 days and nights of -30F and still be able to trudge 8-12 hours a day while doing so, and making a fire when possible and neccessary, because I want to gain and maintain a sense of how much time and energy things take and what my limits are. I do this with security, not by carrying alot of extra clothing and gear, but by doing all of this no more than a single nights rest and a 8-12 hour trudge from home. Winter trips in parallel with roads are good this way. You can also go round and round a loop. If I ever push really deep into the backcountry mid-winter, it would be after some recent training runs, and with better gear and a thicker sleeping bag. The whole system would likely be no heavier than what I do now, but it would have to be somewhat better, and more tested, myself included.

That's what I love about winter. You don't need to go as far, for it to be fun and to test yourself.