For some time I have been using the Wim Hof breathing method & have found it is often useful in preventing headaches. It can also on occasion abort a headache. The Wim Hof method also involves immersing oneself in cold water (I can manage a couple of minutes under a cold shower!). Do havce a look at Wim Hof - he is an extremely remarkable man. https://www.wimhofmethod.com
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