Trump stated yesterday that he would not found his own political party. Why should he ? He has already taken over the Republican Party. Even if criminal prosecution puts an end to his political career, it is the fiefdom of the Trumpists.
A look at the fate of minor political parties in the United States gives a clue to the survival of the two major political parties (as Trump would know had he read any American history. He has probably never read a book: as one of the chroniclers of his Presidency, Michael Wolff, puts it, he is 'post-literate.') The Democrats and Republicans have survived by absorbing political movements and ideologies which originated elsewhere.
The Democrats absorbed the Populist Party (and one of its leading figures, William Jennings Bryan) in 1896, while discarding some of their most radical policies ; Woodrow Wilson and Franklin Roosevelt absorbed much of the reformist energy of Theodore Roosevelt's and Robert LaFollette's Progressive Party. Franklin Roosevelt's New Deal absorbed many of the radical impulses which had animated Eugene Debs's Socialist Party (which had,in any case, been destroyed by Woodrow Wilson's Red Scare in the aftermath of the First World War), and, possibly, that of the Communist Party. One of the main arguments of the historian Rhodri Jeffreys-Jones' book 'The American left in the twentieth century' and of the philosopher Richard Rorty's book on the American left, 'Achieving our country' is that socialist/social democratic measures, such as the Tennessee Valley Authority, were enacted by people (such as FDR) who did not call themselves socialists. That does not make the measures in themselves any the less socialist. (One could go further back, and cite the example of the mid-19th century anti-immigrant and anti-Catholic Know Nothing Party, whose support was absorbed in the 1850s by the Republicans).
Furthermore, Trump would know (or perhaps his more clued up advisers have told him) that the intervention of third party candidates in American elections often leads to unexpected results. Theodore Roosevelt's exit from the Republicans to form the Progressive Party in 1912 probably assisted in Woodrow Wilson being elected (I'm not drawing a comparison between TR and Trump: there is no comparison to be drawn), which was not TR's intention. Henry Wallace's candidacy as the nominee of the (different) Progressive Party in 1948 helped Truman to define himself as anti-Communist Cold War New Deal liberal, which was probably not Wallace's purpose. The Dixiecrat George Wallace, by splitting the Democrat vote in 1968 helped to facilitate the election of Richard Nixon, which probably did not dissatisfy Wallace. Ross Perot's candidacy in 1992 and 1996 helped to gift the Presidency to Clinton, which may have been his intention, as Perot's political instincts, though mixed, tended to be progressive, although after 1996 he endorsed Republican candidates. Ralph Nader's intervention in 2000 led to a result which is remembered all too clearly, and from which his reputation suffered.