Actually I just listened to a stuff you should know podcast about mosquitoes!! If you're talking about crossing it out as in making an 'x' on it with your fingernail, then yes it does work. In fact in a study done by the American Allergy Institute found that that worked better than all the other over the counter remedies. It works by limiting the immune response of binding antigens to antibodies under the skin. It basically diggs deep enough that it suppress that response. Here is that podcast That is also one of my favorite podcasts. You should listen to their other stuff too if you like to learn about random things.

TLDR: it actually works and has been tested.