I did look. Rocks are way cheaper, but more tricky to use. The marble rocks seem the densest; that bag is 20% less cubic feet for the same approximate weight (50 lbs). At $4 per 50 pounds, I can get all I need for two people for a mere 25 bucks. 150 lbs is more than plenty for activities.
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Chains can be wrapped over the shoulder, whereas rocks need heavy duty bags and straps.
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That low weight chain is $4 per pound. Hopefully larger, thicker, heavy chains can be found at a better price per pound. (Not even sure the going price for metal – that’d be an indicator.
…and then there’s concrete, that can be formed into weights that can be sewn into a vest (rocks too – but not as smooth)…