AI agents rely on a harness of skills, tools, and workflows to solve complex problems. Continually improving this harness is essential for adapting to new tasks. However, existing optimization methods typically require ground-truth validation sets, yet such labeled data is difficult to acquire in practical deployment settings. To address this problem, we introduce Retrospective Harness Optimization (RHO), a self-supervised method that optimizes the agent harness using only past trajectories. Specifically, RHO selects a diverse coreset of challenging tasks from past trajectories and re-solves them in parallel. The agent analyzes these rollouts using self-validation and self-consistency, then generates candidate harness updates and selects the most effective one by its own pairwise self-preference. We evaluate RHO across three diverse domains, spanning software engineering, technical work, and knowledge work. Notably, a single optimization round improves the pass rate on SWE-Bench Pro from 59% to 78% without any external grading. Furthermore, our analysis demonstrates that RHO effectively targets prior failure modes. As a result, the optimized harness alters the agent's behavior patterns and sustains higher accuracy during long-horizon sessions.