Portable Windows Mosh?

MobaXTerm is portable and supports Mosh.It works quite well. I spent all day using it on a very dodgy connection and it worked like a charm.

Just get the most recent version and from the Session menu select Mosh. It did does not support IPv6 (at least in Version 9.2 (2016-09-18)):

Bugfix: Mosh sessions are forced to IPv4 only (IPv6 is not yet supported by Mosh client/server)

But it might work now, since Version 10.4 (untested):

We also improved MobaXterm behavior and fixed issues with multi-monitors, IPv6 connections, mouse scrolling and keyboard shortcuts.

Interestingly enough, I wanted MOSH for Windows too, and I find Cygwin to be very messy. Instead, I just downloaded a minimal Text-only Debian distribution, booted it up in VirtualBox, and installed MOSH. Surprisingly, it's much less time consuming and requires less tweaking than going the Cygwin route, and makes less modifications to the host machine.

In fact, there is a portable VirtualBox, so you can put your MOSH VM and Portable VirtualBox on a memory stick.

I haven't even tried to optimize things, but it runs just fine on the 256MB of ram I gave it. It would probably run just fine on 64MB or less.

I do hope MOSH will be built into PuTTY/KiTTY in the future.

I have noticed that a new version of MobaXterm has been released (version 7.1) and includes an intergrated Mosh session.So, you dot not need anymore need plugin for that.

They said that it is "experimental", but I have tested it, and it is working quite well.