To remain a "Ghost Gun" you would have to never serialize it or register it. You have to do those things to sell it. The point of making these specific types of guns is that "the man" cannot take what he does not know you have.

In reality, there is little reason to do this. In many states you do not need to retain documentation of the re-sale (private sale) of a firearm, so you can always tell "the man" that you sold that gun years ago when they want to take all your guns.