I'm having the same question. I'm starting showing in drill team, dressage, and jumping on my mare. She isn't young, 19 years. I feed both a senior feed and alfalfa pellets. We about 45 minutes out of Denver,Co. The altitude at our house is 9,000ft. Last year, I did both blanketing and lights, however I still had a wooly mammoth. She was in and out 24 hours though. This year, I put a foot on my run in shed, so I will be putting up at 5, that might help. So, I suggest that you put up like you doing. Also, you can feed alfalfa because it helps to generate heat inside the horse. It makes them warmer in the winter.