The risk seems to be where the software (or an alert gate rep) picks up the fact that you are mixing segments from different tickets - where you're travelling on one ticket before a previous ticket is finished. I've also seen people get caught when they hand over the wrong ticket to the rep.

There is a better way, if you are going to be making a number of trips (i.e., we have to travel regularly for biweekly project meetings). Buy a one-way outbound, then buy your round trips using your "destination" city as your "home" city instead. This will make each ticket a Saturday night stay ticket, but you will not be mixing tickets. Once the sequence is done, you buy the last ticket as another one-way.