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Self-set goals have shown to be effective tools to change behaviour in a variety of fields. A relevant question to policymakers is how these interventions will perform when rolled out at large scale. In cooperation with a large utility and a specialised IT company, we integrate an energy savings program in an existing mobile phone application and promote the program by a mass marketing campaign. The program allows randomly selected participants to set themselves energy consumption goals. Our first result is an extremely low take-up rate of the program and a devastating attrition rate. Second, the goal-setting feature did induce statistically or economically significant reductions in energy consumption. We view these results as a contribution to our understanding of the limitations of voluntary energy saving programs to enhance resource conservation.