If you have to start your tractor at -40, use 0w40. If warmer than that, 5w40 would be fine. The lower the first number is, the faster the oil gets to your overhead valve train in cold weather.
Exxon did some research a few years ago (about 1990ish) where they showed an overhead cam engine being started at -40. The engines had transparent overhead valve covers for the camera to film how well the cam assembly was doing. Unless a 0w oil was used, the cam assembly would start smoking after a few seconds. It took several seconds for a higher weight oil to get pumped up to the cam assembly. The only oil available at that time that was 0w was synthetic. Our Canadian affiliate was looking at making a 0w30 non-synthetic at that time. Since then, EM and Chevron have non-synthetics that are virtually the same as synthetics, just made by a different route (and from less expensive feedstock than the true "synthetic" PAOs are made from).
Most wear occurs at startup. Almost all research has shown this, too.
Ralph