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I've thought about this (typically).
Where I train is between shed and fence. And you would think, just stick something there. But. I have to take into account :
Height when I sit up straight on the bike
Appearance
Will it be visible over shed
How often will i use it
Cost
How long will it takeBecause of all of this I think the half / balcony style IKEA parasol is best.
I have thought brolly on bars somehow, or on wall of shed.
Handlebar mounted umbrella for turbo training outdoors vs garden parasol?
Garden parasol would probably pop over the fence when/if windy. Really only need a bit of cover to keep sort of dry for about an hour. Don't want a massive sail. Understand that in asking "umbrella, outdoors" sort of ignores the "umbrella in wind = sail"