The Cape-Covid trial is an embedded clinical trial within the ongoing Cape-Cod trial. The Covid-19 pandemic appeared while we were conducting a randomized trial assessing the effectiveness of corticosteroids in severe community-acquired pneumonia. We took advantage of this ongoing trial to embed a sub-trial assessing hydrocortisone in SARS-CoV-2 infected patients. In this manuscript, we wish to share our experience when we needed to make fast and robust methodological decisions during the Covid-19 pandemic in a two weeks period of time.