A small group ran a cautious pilot using conservative capital per pair and strict risk rules. Orders were spaced inside tight bands and alerts routed into a doge bot with per-fill fee modelling and a slippage buffer so expected fills matched reality. Total exposure per grid stayed under 3 percent of the account, a hard stop cancelled all orders at a 6 percent aggregate drawdown, and a timed kill-switch closed stale grids before low-liquidity windows. Daily fill logs compared actual fills to expected fills so parameters were adjusted quickly. Clear rules, modest size and the kill-switch kept the run controlled and repeatable.