diff --git a/appveyor.yml b/appveyor.yml
index 937e9a8ce7..a5a38317dd 100644
--- a/appveyor.yml
+++ b/appveyor.yml
@@ -16,8 +16,25 @@ install:
 - ps: if (-not (Test-Path C:\Toolchain.msi)) {Invoke-WebRequest https://s3-us-west-2.amazonaws.com/px4-tools/PX4+Windows+Cygwin+Toolchain/PX4+Windows+Cygwin+Toolchain+0.3.msi -OutFile C:\Toolchain.msi}
 - start /wait msiexec /i C:\Toolchain.msi /quiet /qn /norestart /log C:\install.log
 
+# Note: using start /wait is important
+# because otherwise the install begins but non-blocking and the result cannot be used just after
+
 build_script:
-- call C:\PX4\toolchain\clone-px4-build-sitl.bat
+# setup the environmental variables to work within the installed cygwin toolchain
+- call C:\PX4\toolchain\setup-environment-variables.bat x
+# safe the repopath for switching to it in cygwin bash
+- for /f %%i in ('cygpath -u %%CD%%') do set repopath=%%i
+# fetch all submodules in parallel
+- call bash --login -c "cd $repopath && git submodule update --init --recursive --jobs=10"
+# make SITL
+- call bash --login -c "cd $repopath && make posix"
+# make pixracer to check NuttX build
+- call bash --login -c "cd $repopath && make px4fmu-v4_default"
+
+# Note: using bash --login is important
+# because otherwise certain things (like python; import numpy) do not work
 
 cache:
-- C:\Toolchain.msi
+# cache toolchain installation file to avoid downloading it from AWS S3 each time
+# it's ~496MB < 1GB free limit for build caches
+- C:\Toolchain.msi -> appveyor.yml