That is a crazy thought, yes.
The only reason anyone has been caught is because a track coach got fired.
To be a spiteful prick, he sent a sample of a "designer" steroid to the USOC(?), and the fun started.
Thing is, they only have to make very minor changes to it and it won't be found in a drug test, but you still benefit.
http://www.cbc.ca/news/background/steroids/
Some more reading, you can buy some steroids tonight at your local GNC.
http://forums.steroid.com/showthread.php?t=100603
Tom
http://pubs.acs.org/doi/abs/10.1021/ac051317q
"...However, as long as these preparations remain undiscovered, new designer steroids are not screened for in routine sports doping or veterinary control urine tests since the established GC/MS and LC/MS/MS methods are set up for the monitoring of a few selected ions or MS/MS transitions of known substances only. In this study, the feasibility of androgen bioactivity testing and mass spectrometric identification is being investigated for trace analysis of designer steroids in urine..."