Say you go out and get a perfect 3 shot group from a slightly warm but definitely not hot barrel. How far off from that would you expect your first shot to be from a completely cold barrel?
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If your "cold bore" shot deviates from your rifles natural zero, there is a problem with you or your equipment. With a proper setup, there should be no cold bore shift. Most of the time this myth is due to people shooting only 3 shots and not actually knowing their true zero or cleaning their barrel between shooting and attributing the first shot deviation to "cold bore". With fouled bore though, your rifle doesn't know if if its shooting the 1st or 5th shot of the day.
If cold bore shots were a thing, at what temperature does it go away? Do they happen in the summer or just when it's cold?