The anchor comment was sort of tongue-in-cheek. However, having said that, if I'm not racing I have been known to carry an anchor - a 3.2Kg folding grapnel type. When I have used it, I've had no problems with it holding in up to about force 5 or so.

In the situation we're talking about, even if it didn't hold at least it would slow the boat and hold it head to wind.....

Actually, come to think of it I once won a race at the Condor Nationals BECAUSE I was carrying an anchor! - there was no wind at one point and a strong tide so I anchored. By the time the wind filled in with a seabreeze, the rest of the 30 or so boats were a mile or more downtide and downwind! I think I won that one by about half an hour from the second boat