Winterize the pump and filter last, not first.
Do the chemical balance and water level first, then drain the pump and filter, backwash, and leave the valve open. Pool winterizing is forgiving, but sand filters need special care against freezing.
You want to get the water chemistry right before anything else — alkalinity, pH, and a good shock a few days before closing. Lower the water level to below the skimmer and return jets. Then blow out the lines if you have them (plugs work if you’re careful).
For the sand filter itself: backwash it one last time, then drain the water from the filter tank. Leave the multiport valve set to “winter” or “open” — whatever lets air in and prevents freeze damage. Disconnect the hoses and drain the pump too. Store them inside if you can.
Cover it all up properly. A cheap cover is a waste of money; get one that fits tight and doesn’t sag into the water.
Future you will thank Past you for not skipping the drain step.