I take mine sledding. He is broke to drive and I just use baling twine to tie a kiddie sled from Walmart to his tugs. It's a fantastic hind end workout. He almost looks better coming out of winter then going into it after show season.
Upward transitions from walk to trot, walk to canter and downward transitions. This helps maintain endurance and strength. Circles and bending is a must during the off season!
If the grounds not icy you can continue to ride. If there is a lot of snow then the horse will have to work harder so you must be careful about that. I like to shovel a path around my round pen and do ground work .