Early Intervention staff introduced us to weighted vests eight or nine years ago as one strategy to use in providing sensory input to the nervous system of a child who needs more input.
Weighted vests ordered from a catalog are expensive. They can be ugly to look at, too. A homemade one, notsomuch.
A wonderful neighbor who sews helped me convert first a boys denim jacket into a weighted vest, and later, a lace-trimmed vest into a weighted vest.
A boy's denim jacket usually has a lower inside pocket, so we did not need to add one there. My neighbor added upper pockets, all the way across the shoulders and upper back area. She used fabric from the sleeves that we removed.
Hint: Look for a denim jacket at your local thrift store, Salvation Army, Goodwill.
I loaded the pockets with strips of modeling clay from the dollar store. The modeling clay can be pressed so that it molds against the shoulders of the child, and an OT can guide you on how much weight to add.
Weighted vests that were used at school make children stand out and look different. They came from a company that makes items for speech and occupational therapists, and, quite frankly, looked "special needs". A weighted vest made from a denim jacket or vest doesn't make the stand out. It looks like clothing (because it IS clothing).