Security through obscurity here as well. Mostly because I don't want to be a target of petty criminals more than I'm concerned about neighbors.
I mean, I won't put up a "this house protected by smith and Wesson" sign or anything.
But I'll engage with anyone who wants to talk. It's known at work what I do for fun.
Couching anything as a caution or warning is bad, because it puts you at a disadvantage and makes your place and even yourself seem dangerous.
It's not as though you have an alligator farm in your swimming pool, or anything.