Not your keys, not your coins. No CEX at all.
It is more easily you don't trade and only invest. You can choose non KYC exchanges to buy Bitcoin and some altcoins, then hold them in your wallets.
The most challenging problem for many people is: they are not investors, but they are traders. They trade a lot, with many coins and tokens so they end up to use centralized exchanges. It is a biggest issue to maintain non KYC practice. They only can achieve non KYC if they are not trading many altcoins to get rich.