Santa on the Shelf

So I had this brillant idea and yes, I honestly stole the idea from Elf on the Shelf.  I had heard many moms talk about this whole Elf on a shelf and how he watches the kids but only if they are behaving themselves and then reports it back to Santa.  At first I didn't like the idea too much, I guess the whole actually having someone watching you all the time would be kind of creepy but then one day I thought- eh this might be fun.  So, instead of buying the Elf on a Shelf, I thought I would just use one of the Santa decorations that are around the house - like I said Brilliant idea!!
One night, I moved this Santa into Grace's bathroom and the next morning Grace just casually asked 'why is Santa in the bathroom?"  Ahh, here is my chance to start having some fun, start building traditions, get into this whole Elf/Shelf craze!  "Maybe he is watching you," I told her.  She just kind of gave me this look and then said "Do you move him?"  I told a white lie - 'nope, I think he moved on his own."  "Did Daddy move him?" (My husband had no idea that I was starting this game by the way).  After both my husband and I claimed that we in fact did not move Santa, Grace seemed satisfied and went on with her day.  That evening I forgot to move him to another place and Grace woke up with Santa in her bathroom again.  The following night, I moved him to her bedroom.  Grace didn't notice him until I asked where he was.  I was starting to feel that this game wasn't going to be much fun, maybe Grace isn't old enough yet for it.  When Grace finally found Santa in her room, she again asked if I had moved him (as if I had time pfft!)  That night I forgot to move the big guy again and he stayed in Grace's room until the next afternoon when I casually moved him (in the day) into Leah's room.  Grace didn't seem to notice that her roommate was missing until she was in her sister's room that evening.  "Did you move Santa into Leah's room?" she asked.  I don't think she is buying the whole Santa decoration is moving thing.  I should mention here that pretty much every time Grace has found Santa she has re-located him to the kitchen table.  I moved him again last night, trying to be a bit more fun and had Santa just hanging out in Leah's playset.  Grace found him this morning, asked if I had put him there and then put him back on the kitchen table.  I am wondering if I should continue this game or is my daughter just to smart for this type of thing?