RWY EXCURSION AFTER PIC SUFFERS LOSS OF ACFT CTL ON ICY RWY.

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WE WERE DISPATCHED FROM CMH TO UCA TO BRING MECHS TO LOOK AT A BROKEN ACFT. WHEN WE BROKE OUT ON THE APCH TO RWY 33 THE WINDS WERE 2919G30 WITHIN THE XWIND LIMITATION OF OUR ACFT. TOUCHDOWN WAS MADE WITHIN THE FIRST 1000 FT OF RWY. THE ACFT DECELERATED NORMALLY CONSIDERING THE BRAKING ACTION WAS POOR. WE HAD SLOWED TO TAXI SPD WITH APPROX 1000 FT OF RWY REMAINING. WITH APPROX 500 FT OF RWY LEFT; THE ACFT BEGAN TO WX-VANE TO THE L. THE PIC APPLIED DIFFERENTIAL BRAKING. DIFFERENTIAL REVERSE THRUST AND NOSEWHEEL STEERING; BUT NOTHING COULD COUNTER THE WX- VANE. THE ANTI-SKID WAS ALLOWING THE WHEELS TO TURN AND THE ACFT EXITED THE RWY WITH ABOUT 100-200 FT REMAINING; BTWN 2 RWY LIGHTS. WE LEFT THE RWY AT ABOUT 5 KTS GNDSPD; AND WOULD HAVE STOPPED WITHIN 10-20 FT HAD THE CAPT NOT DECIDED TO TRY AND RETURN TO THE HARD SURFACE. I AGREED WITH HIS DECISION TO TRY; HOWEVER; HALFWAY THROUGH THE TURN; WE BECAME MIRED IN MUD HIDDEN UNDER THE 8 INCHES OF SNOW. WE SHUT DOWN AND CALLED THE TWR. AN INTERESTING THOUGHT; AFTER EXITING THE ACFT; WE NOTICED IT WAS DIFFICULT TO STAND UP DURING THE WIND GUSTS; WHICH WE ESTIMATED AT GREATER THAN THE RPTED 30 KTS. THE ACFT WAS PULLED OUT THE NEXT DAY; MUCH THANKS TO THE UNITED STATES AIR FORCE; WHO USED AIRBAGS AND MADE A TRAINING EXERCISE OUT OF IT. THE ACFT WAS INSPECTED AND FOUND TO BE UNDAMAGED. THE ALBANY; NY; FSDO INVESTIGATED AND DECIDED TO CALL IT AN OCCURRENCE. I LEARNED THAT EVEN GOOD COMPANY LIMITS AND PROCS DON'T ALWAYS WORK. WE WENT IN WITH THE MINDSET: IF WE'RE NOT BELOW 80 KIAS WITH 2000 FT OF RWY REMAINING; OR IF IT LOOKED UNFAVORABLE PRIOR TO 80 KIAS; WE WOULD REJECT THE LNDG. WELL; WE WERE WELL BELOW 80 KIAS AT 2000 FT REMAINING. THE PROBS STARTED WHEN WE LOST CTL EFFECTIVENESS. GOING AROUND AT THAT POINT WAS NOT AN OPTION. NEXT TIME; I'LL THINK EVEN HARDER ABOUT THE TAXI END; ON THAT SLICK RWY WITH A STIFF XWIND. SUPPLEMENTAL INFO FROM ACN 259504: WHEN GUSTS ARE IN THE 20 KT PLUS RANGE AND THE RWY TRACTION IS POOR; DIRECTIONAL CTL WILL BECOME VERY DIFFICULT AS THE RUDDER LOSES ITS EFFECTIVENESS.