Interesting. Backpacker magazine posted something to that effect a couple of months ago. Weird!
Ways to compensate:
1. Compass or GPS (duh)
2. As mentioned in the article, using the sun or other celestial objects.
If no celestial objects are visible:
3. Find an object that lies on your direction of travel and start walking to it. En route, periodically watch where you came from. When you arrive at the object, look back at where you came from. Now visualize a line from where you came from that proceeds through and past the object you are now standing at. Pick another object in front of you that lies along that visualized line. Repeat. Accurate? No, but better than nothing.
4. Notice your surroundings, perhaps there are clues. Is one side of a hill more forested than another? Does moss grow on isolated trees more on one side than the other? Is the snow (if any) pack deeper on one side of a hill v. another? Is one side of a hill more lush than another? Assuming you're in the N hemisphere, generally, all of the above indicate North.
5. Even if the sun isn't directly observable, are there any shadows? (you can use the stick and shadow trick that I'm sure many people here are familiar with).
6. Are there any migrating birds? Assuming you know the season, you may be able to get a general clue from migratory birds (fly south for the winter, north for the summer)
7. Observe the wind. Is it coming fairly steadily from a consistent direction? Perhaps you can use it for a (very) rough indication of direction. (this one is pretty dicey)
8. If you're with another person, have that person walk 15m in the direction you intend to travel. Walk to the person. Repeat. If you have three people, leapfrog each other to maintain a straigther line.
9. Alone? Got a rock? (or any unbreakable, expendable object). Throw it in the direction of travel. Walk to it. Repeat. Snowballs are fair game!
10. Even just a slightly brighter patch of sky, depending on the time of the day, may indicate roughly east or west.
That's just off the top of my head. I'm sure you guys can think of a dozen or more in addition.
I bet the average ETS'er could skew the study nicely.
HJ