If you anchor o ft en enough a time will occur when your yacht is brought up abruptly against the hold of your chain and anchor. Initially it might be a gentle bump, but as the wind increases it can become quite aggressive and frightening. It’s not only wind that causes this snatch loading. As the wind increases so does the wave action, especially in ocean anchorages with a bit of fetch. You only need a gust coinciding with a peak wave and swell, and you have a classic anchor dragging situation.
Historically, the easiest solution was to deploy more chain, move to a more sheltered location—if you could find one—or rig a riding sail, which reduces veering.
Yet another option is to equip your boat in advance with heavier chain. However, while heavier chain is advantageous (up to a point), if you upgrade your chain you will also need a new gypsy, and as soon as you discover how much that costs, added to the cost of the new chain, your enthusiasm may well be tempered. Moreover, upgrading from, say, 300 ft of 5/16in chain to 300 ft of 3/8in chain will add an additional 220lb in your bow locker, which may be good for catenary, but will most definitely not be good for windward sailing performance, especially if you have a modern lightweight yacht.
Beyond that, with larger chain you might need a more powerful windlass, which in turn will need more power in the form of a larger battery bank and heavier power cables (all which will cost more money)