Sadly, there will be no signals at all, until it's too late. ICE has used online advertisement tracking to find their targets. They won't tell you anything about this, until they're already at your door with handcuffs. https://www.404media.co/cbp-tapped-into-the-online-advertisi...
This is the real answer. Palantir aggregates massive amounts of data, and they are not stupid enough to not use online ad profiles. They track everything. I mean, sexuality, race, age group, mental and physical illnesses, income, job/industry, living address, work address, frequent travel destinations (in and out of your city), shopping habits, eating habits, the list goes on and on and on. Any possible days point they can get, they will.
If you aren't worried about the US government having this, it's a sign of significant privilege and safety a lot of others don't have.
It's not possible to be a ghost, but it is possible to reduce your surface area in these systems, which is what I focus on. Denying tracking cookies is a single tool in this quite large toolbox.