The former Australian international even has the tattoo to prove it. She has a small star on the inside of her right wrist with the No 11 in the middle.
Why 11? Well, because that is how many grand finals she appeared in with teams in different leagues before she finally helped win one with her beloved club side Matrics in the Adelaide premier competition last year.
"I've lost 10 grand finals," she said slowly and deliberately, emphasising each word for effect. You get the feeling, if it was a text message, the words would have been in capitals.
"I got it done the week of the Magic game in the first week," she said.
"With my accident and some things which happened last year it felt special, so that is my little thing."
McCloud fell in her shower, cut herself badly and almost bled to death. She shared the gory details with the Otago Daily Times earlier this year, both delighting readers with her wit and horrifying them with the grim facts.
The lanky (1.88m) Australian-born goal keep has made an impressive start to the ANZ Championship this year. Her form in the defensive circle is a big part of the reason the Steel is confounding its critics and in fourth place on the competition table after three rounds.
The other reason is the form of shooting duo Donna Wilkins and Jodi Brown. Wilkins starred in the opening win against the Waikato Bay-of-Plenty Magic and Brown was in fine form in the win against the Canterbury Tactix last week.
But McCloud has arguably been the most consistent, although she will tell you she did not play her greatest game in the loss to the Central Pulse.
The engaging 31-year-old is also not convinced the Steel's start to the season has been that flash either.
"We're pumped to have won two out of three but we're not satisfied with our performances, because we feel really inconsistent," McCloud said.
"We've been burning too much ball and probably freezing up in the moments when we need to put the pedal down."
The Steel plays the West Coast Fever in Dunedin tomorrow and will have to be at the top of its game against what is a dangerous side.
With experienced shooter Catherine Cox and the talented Caitlin Bassett, McCloud and fellow defenders Sheryl Scanlan and Storm Purvis will be tested.
The Fever had a good win at home in the opening round but has lost its past two games. But with former Australian coach Norma Plummer at the helm this season, the Fever is a more formidable opponent.
The team would have been in the country for the best part of a week when it plays the Steel and should be reasonably fresh, whereas in the past the long trip from Perth has robbed its performance of vitality, particularly in the second half of games.
"Plum is pretty crafty like that ... but they still have to come down here and deal with the different rule interpretations and get over their own up-and-down start.
"Caitlin has been around for a while but has made a name for herself in the last 12 months, and Coxy has been around so long. I know, after playing against that woman for 12 years, you never underestimate her. She might have had a form slump for the last few week but have faith, she will come out all guns blazing."
