Similar to the friend zone, where one person (usually a woman) keeps a member of the opposite sex available as a safety net for a potential future relationship, a fallback to provide for the person and/or their children in case the prospects for a better relationship all fall through (ie better looking, more money).
The term is inspired by the movie Forrest Gump, where the character Jenny Curran went through all her relationship options and eventually contracted HIV/AIDS. After she realizes she's dying and has no other options open, she finally returns to Forrest Gump, a man with diminished mental capacity and great wealth who has always loved her, in order for him to care and provide for her and her son, claiming Forrest is the father. She also potentially infected Forrest with the virus after they were married, since so little was known about it at the time.
Jenny kept Forrest Gump in the eponymous "gump zone".
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