I posted something like this earlier but didn't get a response. I'll often say something cocky but with a smile that makes it seem like a joke. it will be something that doesn't really have any subtlety; what I'm really saying is just something good/arrogant about myself (i.e I'm smart, cool, etc), but I'll say it with a smile. how do you guys think this comes off? Here's an example:

Her: (joking) I think you just missed it. You need to stop making excuses for your shortcomings! Me: it's cute that you think I have shortcomings (smile)

I used to think this was good since it was playful, etc. but on the other hand, girls could think I'm arrogant since at the end of the day I'm just saying something good about myself. Or, they think I'm just joking, in which case I'm not confident since I'm joking about being cool, smart, etc.

What do you guys think/