Sibling secrets are a treaty. Keep them, unless keeping one would get somebody hurt.

Agreements between siblings run on strict reciprocity. You cover for them, they cover for you, and the whole arrangement depends on neither side using the material later in an argument. That is how a house becomes a place where you can admit things. The limit is obvious once you say it: it stops where somebody could get hurt.

Keep the ordinary ones, including the ones that make your parents look foolish. Never use a kept secret as a weapon in a fight, because that ends the treaty permanently. And if one is too heavy, go to an adult and tell your sibling you are doing it.