An trick from the days before the UA cold weather or other high tech stuff is is to layer a trash bag between your long underwear and your black undershirt. You will sweat under it so it's not perfect, but it does work in an emergency. Take a large trash bag, put a hole in the middle of the bottom for your head and a hole on each side at the bottom for your arms and then slip it on upside down over you. It really stops the wind and is not bulky.
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