Interesting thread!
Ploppy here, basic strategy player and all-round novice.
I flew out to the Bellagio a month ago for two days of R&R, and promptly went on the best tear of my life. Betting blacks, took a BR of 5K with me, and left with over 7K in my pocket, even after steak dinners, massages, and hotel bill.
When I realized I was winning left and right, I regularly dropped blacks (and a couple of purples) in my shirt pocket. Only once was anything said, the pit boss asked if I put purples in my pocket, which I promptly said yes. Didn't want to lie about this.
The one big upside of ratholing for me on this trip was the informal rule that once it went into the pocket, in never came out. I also cashed in at the cage twice a night, between breaks.
I'll bet my profile has some interesting comments, though I did have an enjoyable couple of conversations with another pit boss (not the one who asked about the purples), who seemed a nice enough sort.