But I think it's OK if you later plan on telling the world. Donald Westlake originally did this with his pseudonym Samuel Holt. He wanted to see if he could still make it in fiction without his famous name. In an interview with the University of Chicago Press, he explained:
Some years later, I had reached that point known by a lot of writers: What if I were starting now? In this changed market, would I succeed? So I tested the waters the same way Stephen King did with his Richard Bachman novels: throw it out there under cover of darkness, and see what happens. That’s where Samuel Holt came from.