I only put my cooler and rain sheet on my gelding. He's a bit of a pudge and doesn't need the extra insulation, he's also a twenty four/ sevener outside. I only ever blanket him when he shivers or is wet. Ninety percent of the winter he's naked. I like to layer him up with his cooler and rain sheet, because if he gets too hot he could get sick, that way I can just remove the cooler.