I had about 3-4" of ice built up on top off mine, and it still held (subtantial weight).
The wind storm in the spring blew it away, and it was anchored at 8 places 30" deep spikes.
I was thinking wind would be the bigger issue, so I always keep it closed up and the sides tied down.
Was yours open?
Someone suggested that I run a few lines under the car, tied to both sides of the canopy, to keep it down in the off season winds.