Its safer to assume most cheats are RATs and you should choose wisely on what you run on your system. The only cheats I'd personally trust are cheats with a decent following and reputation such as ArtificialAiming, EngineOwning and PhantomOverlay. They have way too much to lose if they decided to RAT and backdoor their customers, they also have years worth of reputation they've built so its unlikely they would throw it all away. Gamerbot was literally known for having RCE exploits in their cheats lol, not really a reputation you want to have but that doesn't mean that its a RAT.
In saying that, some big websites with many many customers also have sneaky stuff in their loaders like AIMWARE which are used for tracking members, but they aren't really doing it to steal anything from you. To be fair though, anything from the CS scene you should just use with caution.
You should probably just dual boot and encrypt that specific boot if you want to cheat on it.