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We know some "naturally thin" people, those who can seemingly eat whatever/whenever they want & never gain weight - is it safe/ok to say that we know some "naturally fat" people? Do we know someone who barely eats at all - EVER! - and still cannot LOSE weight?
If you define "naturally thin" as "Can eat significantly more calories than would be expected to maintain a normal body weight", then yes, I believe there are "naturally fat" people, those who can eat significantly less calories than would be expected to maintain a normal body weight. That doesn't mean that there isn't a level of calories where that individual wouldn't lose weight (just as someone "naturally thin", if they ate 1000 more calories a day, would gain weight), but that the individual's calorie needs are far below what is considered "normal".
I am probably one of those people. My maintenance calories, with about 8 hours a week of solid/intense exercise (2 hours of circuit training strength work, 6 hours of cardio) and another 4 hours of walking the dog, plus lots of NEAT activity (I don't sit well) are around 1500 a day, despite being fairly young and having a lot of muscle mass. Pregnant, with the same exercise routine, my weight gain goes off track if I get over 1750-1800 calories a day. In fact, even at that level, I'm gaining slightly faster than my midwives want (but they don't want me to cut my calories any further, to ensure I get all the nutrients the baby needs, so I'm sort of stuck with whatever my body does at this point).
That doesn't mean I can't maintain my weight loss, or that I can't lose weight by cutting calories - no one gets to defy the rules of thermodynamics. It just means that my body requires far fewer calories to keep itself running, despite exercise and etc, than do typical bodies. If "naturally thin" is defined as someone who eats more than would be expected without gaining, I think it's reasonable to define "naturally fat" as someone who eats less than would be expected without losing. But neither one has a weight that is immoveable (again, if the naturally thin one ate 1000 calories more a day, he or she would surely gain, just as if the naturally thin one ate 1000 calories less a day, he or she would surely lose).