The last outdoor show we did last year, it rained & poured all day long & the wind started kicking up in the afternoon.
Since it was raining, I had added a couple plastic painters sheets to the top of the canopy & they hung over the sides a bit. We also had all 4 sides attached to the canopy, along with 40lb concrete weights at each leg. Luckily, our canopy didn't budge.
https://www.facebook.com/SweetAirSoap/photos/pb.430439667021712.-2207520000.1427735147./769961839736...It seems to me, that in order for the wind to take your canopy on a trip skyward, that it needs to get under the top canopy. By having all 4 sides attached, the wind really couldn't get up under the top of our canopy. Plus, the plastic sheets that I had on top also prevented the wind from getting into any gaps between the side walls & canopy top. The weights held everything together & kept the canopy stable.
Even if it's not raining, if it's a windy day with the chance that tents will fly, I'm gonna attach those sidewalls to keep the wind from getting up under the top of the canopy.