As mobile cellular devices and traffic continue their rapid growth, providers are taking larger steps to optimize traffic, with the hopes of improving user experiences while reducing congestion and bandwidth costs. This paper presents the design, deployment, and experiences with Baidu TrafficGuard, a cloud-based mobile proxy that reduces cellular traffic using a network-layer VPN. The VPN connects a client-side proxy to a centralized traffic processing cloud. TrafficGuard works transparently across heterogeneous applications, and effectively reduces cellular traffic by 36% and overage instances by 10.7 times for roughly 10 million Android users in China. We discuss a large-scale cellular traffic analysis effort, how the resulting insights guided the design of TrafficGuard, and our experiences with a variety of traffic optimization techniques over one year of deployment.