Mine have stayed out all year since I first got minis in 1999. We have cold winters, with snow. They all have run in sheds, or run in stalls that are availabe to them any time they want to come inside and we keep them bedded w/ sawdust (or woody pet). I'm closing in three of them now, but just at meal time. Also, my big horses have always been outside with run ins and I've had them longer than minis. My one elderly big horse is now inside at night or in bad weather, but he is in his mid to late 20's. Where he is boarded, there is a run in shed but all the horses out there won't actually fit in it and my elderly horse is not at the top of the pecking order so he'd would have been unable to come in as he pleased. I have talked to my vets about it over the years and they all feel it is healthiest in most cases for the horses to live outside, with a run in shed.