I tie a thread to the limb for quick checks but I also like to carry a film canister full of dandilion seeds or the fluff from cattails. It' s pretty hilly with little ravines and stuff where I hunt and the wind really tends to swirl around. It might be hitting you right in the face and your thread may be going straight back but I' ve seen that fluff turn 180 degrees and go completely the other way when it gets 20 yards away from my stand.
I just find that it gives me a better idea of what the wind is doing.