I don't think you're going to find it. With bike frames ( or wheels ) you have strong, light, and cheap, but you can only get two of them in any incarnation. Any jacket that's going to be warm in and of itself will not breathe, and will leave you vulnerable to getting soaked in sweat. I'd strongly suggest layering. Not only does it work better and give you more options to deal with changing conditions, but it can wind up being much cheaper.

I'd get something that blocks the wind and ideally keeps the water out, as cheaply as possible. Then I'd head to Goodwill or Value Village and get a cashmere sweater, and wear both of these over a merino mid layer. This combination ( with a goretex outer shell ) has worked beautifully for me from 15 degrees to 55. The cashmere sweater set me back a whopping $5, is warmer than I can believe, and soaks up more sweat than I thought possible, but without me actually feeling any of it.