It seems illogical that McKenzie can arrive a few weeks after the shattering series loss to the Lions, wave his magic wand at beleaguered and under-performing troops and hey presto, start his tenure with a win against the best side in the world.
But it has happened often with other international sides, and that's why the All Blacks expect to be facing fire and brimstone tonight.
"They will turn up and give it everything they have got," says All Black coach Steve Hansen.
"So we need to match that intensity or better it.
"There is going to be a new coach and whenever that happens it seems to be an uplifting thing ... It creates a bit of confidence."
Examples of a new coach making a difference or striking it lucky early are everywhere. Robbie Deans inherited a Wallaby side that was dumped out of the 2007 World Cup in the quarter-finals. He began with a series win against France and then thumped the All Blacks.
Graham Henry started his tenure with the All Blacks with two huge defeats of the world champion England team. He was more impressive when he took over as coach of Wales - taking them from Six Nations basket case to a record 10-game consecutive winning streak.
Nick Mallet was South Africa's saviour when he took over from the inexperienced Carel du Plessis who was sacked after delivering just one Tri Nations victory in 1997. Mallett did not taste defeat until his 18th game.
And then there was Warren Gatland. Hired by Wales after they failed to make the 2007 World Cup playoffs, he beat England in his first game in charge and then swept the Six Nations for a Grand Slam.
Aware of the danger they face tonight, the All Blacks have tried to increase the pressure on the Wallabies by airing thoughts about an alternative scenario. Hansen has asked them, what if they don't get the result they think they will with McKenzie in charge?
The nation is convinced the new coach has picked the right team and he'll play the right way. But what if all this certainty and hope crashes tonight on a black wave of destruction?
"I have only got to think back to when I had my first test match as head coach and whether you want to admit it publicly or not, there is pressure," says Hansen.
"Australia haven't had a great run against us for a wee while now and that has all been attributed to Robbie Deans which I think is a bit unfair. Everyone seems to think Ewen is going to make a difference so there has to be a lot of pressure there - what if it doesn't work?"
The transformers
1997 - Clive Woodward drew with Australia in his first game in charge and then drew with the All Blacks in his fourth at the helm.
1997 - Nick Mallett took over a Boks side that had won just one Tri Nations game that year and went on a 17-game world record streak.
2009 - Andy Robinson took charge of a poor Scotland side in 2009 and beat Fiji in his first game then Australia - for the first time in 27 years - in his second.
2008 - Warren Gatland led Wales to a Grand Slam in his first four games in charge.