Personal experience:

My Taipan was secured with deep sand screw anchors on a beach with the mast up; the mast was also tethered to prevent rotation and clanking of the rigging. A microburst storm came through and threw the boat 20 feet onto its side. The anchors may as well not have been there. Thanks to the Taipan's robust contruction, the only damage was a bent spreader. I don't chance it anymore. The mast occillates too readily and it has too much "sail area" to be left unattended. I have had to hold the boat down from flying a hull on the beach with mast alone. So, for me the mast comes down if any wind greater than 20 is expected or if I'm not going to be around.