Despite being an open-ended game with no real story conclusion, there are two possible negative circumstances which will force the game to end.
Black EndingEdit
The main character impregnates at least one of the girls and decides to keep the child. The result is having the main character thrown onto the train tracks after a certain number of days afterwards. This ending is avoidable even if you do get a girl pregnant - at some point, the game will ask the player whether he wishes the girl to have an abortion.
Red EndingEdit
If the Cowgirl sexual position is ever used with Aoi before she has been Broken, at some point during a subsequent Cowgirl session –even after she is Broken– she will whip out a knife and stab the Masaya repeatedly in the chest. She will continue stabbing while laughing hysterically as the scene fades to black.
The Epilogue reveals Aoi's fate as being held by the police for questioning for the killing.
Even if Aoi is completely naked during the session in which the Ending occurs, she will still be able to produce the knife. As a point of interest, if you observe her from the left side, you can see the knife magically appear.
The above conditions are all it takes to trigger this Ending even if her mother and sister are not subjected to any training sessions at all.