Sleeper has it right. In colder weather a synthetic 0W something will provide much better protection at startup. I run 0W-40 all year just because I can get it as easily as 5W-30, and I run Mobil 1 all year anyway. Also, oil doesn't crystallize. It's the waxes in the oil that can become solid at very low temps, and 0Ws, which as far as I know are always synthetic, are far less likely to have that happen. It's mostly Amsoil marketing anyway: Thinner is better in the winter!
So why would you run 10W-40? I see no advantage at all in CT. 0 or 5 is a much better lower bound.