I would not recommend that. I think that they are keeping track of all vehicles that cross the border.
I know a couple of guys that went to Bulgaria on vacation, during their time there the car was stolen. When they tried to leave the country customs didn't believe them and the police arrested them. They got out a week later but they said they are never going to return to Bulgaria.
I don't think the same would happen here, but if I were American I wouldn't do it.
I think your best bet is to take a kit that is not completed.
Check the Cobra manufacturer Factory Five and their page describing how they have been selling kits to Canada for years. It is a special kit contain less than all their US kits.
http://www.factoryfive.com/canada.html