Is it a big house ? Even with it fairly well sealed, the heating will vary from room to room, and create a draft.
We close down each room and the shutters on most of the windows in our apartment, and find that the rooms all warm up quite quickly... It seems to work better if you separate each section of the house.
If you have an upstairs area, hot air rises, cool air sinks, and that will create a cycle of cold air.
On the other hand, if your windows/doors/flooring is 'leaking' cold air, I think it's possible to test that and work out exactly where your air flow is coming from...
Have fun!
On the 'up' side - it'll probably have a nice breeze in the summer time...