Of course! You may choose not to participate in up to five challengers per winter. You can withdraw from a challenge from the time it is announced until the time it ends. If you withdraw from a challenge while it’s still under way, your thermostats will go back to their regular set points.
But remember: as soon as you choose not to participate in a challenge, you will not receive any rewards, no matter when you decide. Excluding a thermostat from a challenge does not exclude you from taking part in it, but may affect your results.