Except when "exceptionally" or "by accident" or "by surpise" it does happen. It does not have to be for an extended time, even a short agressive move can do the job and ruin you. You are NEVER sure it will not happen, actually you are sure it WILL happen one day. Correct, if the stop is respected and really executed (hard stop, not intentional stop). A stop will reduce the damage but you are never sure the stop will be the maximum loss. Depends of speed of the market. That is the perfect argument to explain why you can be wiped out, so not a good argument for proving safety rather the contrary. The fact what you "think" is irrelevant, the market will do what the market does, no matter what you "think". So there is no objective and sure method to proof that what you "think" will happen in reality. If what you "think" would always happen, you would be filthy rich. It is better to always be afraid, it keeps you alert.
All good points except for your caution re averaging up. This is a great way to compound the power of an original position that is in line with the market's direction of travel. The real risk for me is risk of loss of account capital - hard to see how averaging up becomes more risky in this context than just a single trade in that market. I'll bet you've read my summaries of how to do this but I can elaborate as needed.
I like to tell people what I trade "spy options" it creates more volume for what I trade, which is selfish of me. but I also tell how I trade which does not make them an instant winner, my method of trading cant be taught because I trade by feel or instinct by watching the movement of the market, it is something that has developed in me after years of trading. I would like to help other traders so they did not have to learn the hard way like I did but some parts of trading cant be taught