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storage, mast up
Ultimately all metals will crystalize (work harden) under cyclic loading (vibrations) conditions. However there is an endurance limit (number of cycles per a specific value of stress applied) that if you keep the cumulative values of stress BELOW this value, the embrittlement does not occur. I have absolutely no idea where one can find the endurance limit on swaged rigging connections.
The good news is that winter time temperatures will dimensionally shrink the mast more than the rigging, thus stress unloading the entire system.
In all probablility, unless your rig is very tight to begin with (20%+ of the ultimate breaking strength) there is probably no significant adverse cyclic stress loading due to wintertime vibrations etc. ....... Just my stress educated opinion. I keep my masts up, visually inspect yearly from a bosuns chair, and do an on-the-ground thorough dye penetrant/magnaflux inspection every 4 years.
The way to reduce the vibration is to change the mass of the system, etc. by taking halyards, etc. and spiraling them around the shrouds, mast, etc.