Alt + Space is not working on a borderless window

Question

I have created a borderless window by intercepting the WM_NCCALCSIZE command. The idea is to create a custom GUI. Here is the code that I used to create a clean slate:

case WM_NCCALCSIZE:
     return 0;

Somehow though, WM_NCCALCSIZE also disabled the system menu. Pressing Alt + Space only gives an error beep. I am unable to test the "Minimize" and "Maximize" functions. How can I restore the system menu?