If you keep your coins in your own non-custodial crypto wallet, no one can access them without your private key.

Could the cops or whoever still figure out it's you if you slipped up and left an internet trail back to yourself? I mean yeah, technically they could if they really wanted to dig into things and connect some dots.  But why would they bother for such tiny buys or sells that got nothing to do illegal stuff happening? You're small potatoes man, they aren't gonna care.