You have to do this live since the market is so small your orders have to take that into account.
Just deposit some small amount say 100 BTC in mtgox in a new account and take it from there.
It will be easy to verify that there were no additional deposits.

I get the impression that many people think that price of BTC is somehow influenced by difficulty.
I actually I don't agree that difficulty going up will increase the value of coins.
The only thing that will increase the value of coins is more actual users.
Miners don't really increase the value of BTC. And difficulty going up just means there are more miners.
It is a misconception is that difficulty drives price. Price is as always determined by supply and demand.
And difficulty doesn't effect the supply of coins since the rate of new coins is unrelated to the difficulty. So it isn't a factor in price

But as price changes difficulty does change. Since as price goes up it attracts more miners.

Price determines difficulty. Not the other way around.