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Many distance runners train outdoors during the winter indoor track season. Layers and warmth are important, but remember that after about 1-2 miles, you will warm up significantly, and too many heavy layers will leave you hot and uncomfortable. A good rule of thumb is to think of the "running temperature" as about 15 degrees warmer than the air temperature. Of course there will be variables such as wind chill and humidity, but if you feel chilly during the first mile, you are probably dressed right.