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Attach each sled with ropes and carabiners. Run the ropes through PVC so you then have a rigid connection between each sled. We pull 3 sleds behind the ATV on our bigger outings. Works fine.
I cut an 8ft piece of conduit in half. Flattened the ends with a hammer. Drill a hole through each end big enough for a carabiner to fit through. Then take a grinder a round the flattened ends off so they pivot with out hanging up on the carabiners. You have your self about a $8 rigid hitch.