Trump isn't smart enough to pull off a coup. I doubt he's smart enough to hold up a liquor store successfully.
He's staying in power because he got elected legally. But if Trump ever tries to defy that system and rule illegally, he'll fail.
Whether he loses the next election normally or abnormally, the Secret Service agents would drag him out of the Oval Office by 12 noon on Inauguration Day if he's not out of his own accord.
Is it worth worrying about? probably. Is it likely to happen? No, not very. In fact, it's unlikely to happen precisely because the right people are worrying about it, and hence taking actions to prevent it.