Hello asssniffer. Occasionally I find guys that no device will fit. Usually that has to do with "turtling". My guess is that you just haven't found the right device. The ones with oval rings and a cage that slides under the ring tend to eliminate slipping out when flacid. If someone is only going to wear a device for a few days before a session, comfort isn't all that important but if you are going to wear it long term, a better fitting device is a must. The Holy Trainer has worked well for many people but the custom made steel ones are My favorite.
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