Last year was the second year I use them. They get slightly stiffer (like everything in cold) but I account for that when I test for their load capacity. Other than that, there are no problems. PET, the plastic I use to make them, has very high mechanical strength and keeps its properties under low temperatures. I use the same ones throughout the season and they work the same as the day I made them. I make new ones for the next season, but mostly because I lose the old ones.
If you want to have an idea, cut a stripe from a soda bottle and put it in your freezer. You will be able to test how it'll respond.
For actual indicators use thicker plastic than in soda bottles. Packaging, ketchup bottles/jars, etc.