Winter golf is a different game. The ball is harder, the air is thicker, and your muscles are stiffer. Here is the math you need to know.
For every 10°F drop in temperature below 70°F, you lose about 2 yards of carry distance. If it's 40°F, you are losing about 6-8 yards just from the air density.
Don't wear one thick jacket. Wear 3 thin layers. This traps heat better and allows for a full range of motion in your swing. A restricted swing is a distance killer.
Keep a spare ball in your pocket. Rotate them every hole. A warm ball compresses better than a cold rock.
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