What if someone a lot bigger, and more heavily armed than you wants to beat the crap out of you? Seriously, how does that go in your system?
In anarchy, people would band together with others in their community to stop a bully. Community self defense can be very effective.
In statist systems, no one is bigger or more heavily armed than the state. They have a monopoly on legitimate violence and they use it to set up a protection racket: If you don’t do what their violent thugs (cops) say, they have the power to beat you up with minimal consequences. And if you don’t work to make profit for the their elite or don’t pay their protection fee (taxes), their thugs (cops) will force you out of your home, beat the crap out of you if you resist, and put you in a cage (prison). The state is responsible for more violence than any individual bully (or crime syndicate) could ever dream of.