That might be hard to decide, depending on conditions.
If you're wearing warm clothes, maybe have a fanny pack with a big plastic bag and some firestarting materials, staying put would probably be the way to go.
Traveling in a cold fog wearing shorts, tank top and sandals, no shelter, no firemaking materials, no place to stay warm... that could be a tough call. Keep moving to stay warm? Stay still and become hypothermic?
Sue