Well Russell, I've battled the exact same problem for years, until recently that is. You follow the training advice, increase your mileage slowly, take recovery days before and after long runs and speedwork sessions, and you still get the splints.
I had been to a sport medicine and orthopedic shop where I was prescribed 2 different sets of custom orthotics, neither of which fixed the problem (for me) any more effectively than the more comfortable, over-the-counter inserts that I had been using. I am in no way knocking the value of orthotics - they just didn't work for me.
One day, I read the 3 best pieces of advice for shin splints that I've ever seen. They, coupled with my inserts, have worked for me when nothing else would. I also stopped using stability shoes because the stiffness & lack of cushioning was overworking my lower legs even worse.
1) In addition to stretching the backs of your legs (as you are when stretching your hams & calves), you have to stretch out the FRONT of your lower legs. The best way that I've found to do this is to literally kneel on a carpeted floor, making sure to keep your glutes all the way down against your heels or tucked into the bottom of your feet (depending on how flexible you are). Then slowly lean back, keeping your knees, lower legs and the tops of your feet flat against the floor. This motion points your foot away from your knee and thus stretches the front of your lower leg (and to a lesser extent, your quads). Be sure to use your hands on the floor to take some of the weight and stress off of your knees.
2) This one's actually a combination of things, but I do them all as one step. I do these even if I'm not feeling "splinted" b/c they help kepe the splints from occuring in the first place. Before I go to bed, I sit in a chair with my feet flat on the floor - so my legs are at about a 90 degree angle. Starting just below your knee, GENTLY rub in very small circles along the inside of your shin bone with your opposite hand (i.e. right hand massages left leg). Do this gently enough that you're not causing discomfort. Work all the way down to the top of your ankle. Start back up at the top of your lower leg again, but on this pass, move a little further inside your leg (i.e. away from the shin bone). Continue making these passes down your leg until you've moved all the way to the inside of your leg (usually three passes for me). Start back at the point where you started your first pass and gradually increase the pressure of your passes but NEVER to the point of discomfort. The entire purpose of this excercise is to release pooled fluids from the tissues around your shins (which is what causes splints). I usually do each leg for 5 minutes.
Next, starting just below your knee, place your thumb on the inside of your shin bone & your index finger on the outside, using the hand from the same side of your body as the leg you're working on (i.e. left hand on left leg this time). Slowly run your finger & thumb straight down your shin to the top of your ankle. It should feel like you're gently squeezing the shin bone itself. Start back at the top, but move your finger & thumb a little toward the outside of your lower leg with each pass. Just like the previous excercise, when you run out of leg, move back to the starting point of your first pass & gradually increase the pressure of the squeezing motion. I usually do each leg for 1 or 2 minutes this way. This also forces the fluid out of the tissues around your shin if you're doing it GENTLY.
I also do the 2 excercises above right after a long or very tough run to PREVENT the fluids from pooling up too badly.
3) Sitting in the edge of your bed or a tall chair (kitchen counter will work, too), hang your feet down & very slowly "write" the alphabet with your feet. Be sure to write as large as possible w/o involving your upper legs (that's cheating). This excercise gently streches and strengthens the tissues around your shins, in your ankles and - to a certain extent - your knees.
As with every other piece of advise you get for curing splints, this is what worked for me & it may not necessarily work as well for you. Give it a few weeks though - it didn't happen overnight for me and it doesn't take much time or effort to do.
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