While this may be generally true, there are a few situations where being open about your signaling can be a status gain:

• Trivial example: counter-signaling
• When you're teaching skill X, pointing out how you are using skill X as an example (but it can't be the only one)
• When the signal isn't reduced simply by knowing about it. "I'm doing X and there's nothing you can do to stop me" is generally a very powerful pattern, though it costs you a lot if you can't actually do X
• When the signal you talk about explicitly is not the only signal you're using. The links in wmorgan's comment are an example of this. If you write an article on "how to do Y", readers will tend to assume you're very good at Y and a set of related skills, not just at the exact set you outlined in the article. By explicitly talking about a medium-strength signal you're sending out a much stronger signal.