I believe 0 W 40 may have served as a " break-in " oil at one time, for some OEM's.
I switched to Mobil 1 0W-40 two years ago, mainly due to the cold Chicago winters. Since I switched to 0W-40 I havn't had the "white sludge" build-up under the oil fill cap which occured in freezing weather on short trips which didn't bring the engine up to temperature.
I use to switch to Mobil 1 15W-50 during the summer months but this year I decided to stick with 0W-40. 0W-40 is rated for year round use with the "newer" (112) Mercedes engines because of the tight tollerences.