sos honestly

I am in big problems. Whatever I bought it is going good until I buy and after start bad. Terrible filling.
I bought banks and after loosing 40%, I got panicked and sold. The very next day, all wnt up and still they are.
I bought BAS, MUN, DOM, SPL, BSM, CIG, CII all went down.

Started with stop losses and that make me sell MAK and PNA what I obviously should not.

Can anyone please help. Where I am making mistake?
How can I build a winning strategy, at least not losing strategy.