Part of this is in jest, but part of it is about infrared saunas and the like. Have you gotten health benefits from heat? I'm thinking in terms of more movement outside, easier on the joints, more social interaction, and who knows what else.
Honestly, the best researched thermal therapy, the sauna, involves both. A sweat in the sauna and then a dip in a cold pool or some good old fashioned ice swimming. The best ice swimmers mainly come from cultures in which sauna is important (Russia and Finland). That said, most of the top ones aren't very skinny, but there are a few that are.
Also, sauna is more fun! You can roast some sausages on the coals and beat your friends with branches.
This is possibly one of my favourite blog posts EVAH. Such a nicer alternative to all this Krazy cold therapy talk that's been a hot ('scuse the pun) topic lately. It's absolutely something to consider though. As we know, with most stressors come benefits via hormesis and I for one am more than happy to take one for the team and n=1 this baby by laying in the sun and baking myself. Tbh, I'd much rather lay in the sun with no clothes on that sit in a tub full of ice with no clothes, so for that reason I'm team FT. (fire therapy) Gooooo team Fiyaaaa!
This is sort of tangential to the original question, but I recently came across some literature on thermal therapy for chronic pain. There's something called intradiscal electrothermal therapy (IDET) that's been used for back pain. It involves sticking a probe into a spinal disc and heating it up. The heat purportedly causes the collagen in the wall of the disc to contract and thicken, thereby numbing the nerves in the wall of the disc. Sounds pretty invasive and not exactly paleo, but it'd be cool (hehe, cool) if it works. There's a systematic review of thermal therapies for low back pain by Helm et al. (2009) in Pain Physician.
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