My headgear isn't the limiting factor on very cold days. My hands and feet are more of a problem then.

I have a summer wicking skullcap. It keeps the sun out of the helmet holes, and soaks up sweat when it's hot. That's good from 55F to 100F.
Next, a thin biking skullcap that mostly covers my ears. That's maybe 48F to 60F.
And a heavy Pearl Izumi skullcap that's good from 35F to 50F. I rarely ride in colder weather.

When it's below 45F, I have an inexpensive "neck gaiter", a 10 inch tall tube of fleece that loosely fits around my neck. It's great for pulling up over my nose when I'm cold, then bunching up around my jacket collar for ventilation when I'm too hot on the next climb. Very versatile.