Al huevo (nice name!),
Your attempt of an explanation has a major flaw: The second sentence is not "Yo pensaba que ibas a ganar", but "Yo sabía que ibas a ganar".
I've said it already, but here it goes again:
Imagine the scenario.
Your son has just won a competition, and yo say to him:
"¡Muy bien, hijo! Siempre supe que ibas a ganar.", or
"¡Muy bien, hijo! Yo sabía que ibas a ganar".
In both cases, your son won and there is no doubt whatsoever about this.
As a (long) side note, "Yo pensaba que ibas a ganar" means that the person did NOT win, so there is no doubt here either. You never ever say that to a winner. Moreover, you typically don't say it to a looser either, especially not if you don't want to hurt them. It's a sentence that conveys disappointment. You'd typically say that to a third person. For example, you could say to a friend "Yo pensaba que Argentina iba a ganar el mundial".
One sentence that is ambiguous is "Yo estaba seguro que iba a ganar". That one could be said after the person won or lost. While "estar seguro" seems to be similar than "saber", it is not. You can be sure of something and be wrong. However, yo cannot know something and be wrong, because if you are wrong, that thing that you thought you knew was false, and hence was not knowledge, then you didn't knew it. For example, you cannot say, you are sure that the Earth is flat and have no doubt whatsoever. At that stage, believing that that concept is true, you can say "I know that the Earth is flat". But once you learn it's not, you can no longer say "I knew that the Earth was flat", but you can say "I was sure that the Earth was flat".