In the caterpillar world, few are as well-known as the woolly bear (sometimes known as a wooly worm). While monarchs caterpillars surpass them in name recognition, they’d take an easy second place.

Can those fuzzy, little caterpillars crawling up your wall or across your sidewalk really foretell how cold and snowy winter will be? Many swear the moth caterpillars can tell the future, but experts ...