Any time I can not carry a bag, I roll up a GI wool blanket and a tarp. More than one soldier has shivered through a freezing night in a wool blanket. I have also started carrying a space blanket sleeping bag. Along with the wool blanket it works quite well and it only takes up the space of a cigarette pack. At 4 below almost any thing but a cold weather bag or a whole pile of blankets is going to be cold. My suggestion is try it out on a cold night and see what level of comfort you are willing to withstand.