I uncovered my trachys about 2 weeks ago (definitely later than usual). We have gotten pretty cold since then though unfortuantely. Last night got down to only 20F. With the sun angle as high as it is though, keeping them covered for much longer wasn't an option since overheating is a huge problem with my protection scheme.
I would keep them protected a little bit longer since it's possible that we will get one more cold spell before spring actually starts to arrive.

My unprotected trachy already has spear pull. Not a good winter!
-Alex

Never covered mined. I did wrap the trunks when we went down to 1F but later took the burlap off. All are completely defoliated with exception to 2 larger ones against the house in the front. No spear pull yet!

I'm confused. . . I've got one that I planted last spring. Not very tall - about 4 ft. I didn't cover it at all. Am I supposed to?

If you want to, you can. If not, then don't worry about covering it. People growing palms in colder zones cover them to help them survive the winter.