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Compression shorts are undergarments usually worn by athletes. The main benefits of compression shorts are that they keep the muscles warm to prevent muscle strain and fatigue, and wick sweat away from the body to prevent chafing and rashes.
There are a number of benefits that have come out from scientific studies on the effects of compression garments: enhancing blood circulation to peripheral limbs, reducing blood lactate concentration during maximal exercise bouts, enhancing warm-up via increases in skin temperature, plus many more.