A 15w40 would be my second choice, as I agree that a low of single digits (f) is not really that cold. I installed a block heater on my previous tractor which makes the oil (w)inter rating choice practically moot. That thing would start like on a summer day after 3 hours of block heater! I will probably wait until the coolant is due for changing to put a heater on my new tractor.If it helps much, I use the Amsoil 15W-40 heavy duty diesel oil all year long. I'm in central IN too, so the temps are fairly similar. Still depends on what county you're in, but you already know what I'm talking about there.
I've never had any issues in the winter, still spins over nicely without the decompression pulled. Granted, my engine has 2700 hrs on it, so it's well broken in. I've got roughly 25 hours on my current oil change and it's only just starting to get a bit dark, if that tells you anything about the quality of oil.
I also agree with 1970cs on the break-in deal. But in all honesty, were I in your shoes, I would do what feels right, as long as it doesn't harm any warranties.
These oil threads always seem to bring out some deep seated beliefs and opinions. I will limit my comments here to add that if anyone is concerned about cold starts, the number one thing that can be done is to install a block heater!