Sell in May

I have had a terrible run of trading US stocks since May of this year. Going into May, I had a whopping 147% gain. Since May, I have had a series of losers.  This has brought my gains from +147% down to +33% year to date. I do not feel comfortable with my trading account having swings of this size.
My focus going forward is to shift back to futures and currencies. I feel more comfortable with these markets. I will still feature US stocks, but I will be much more selective and my risk per trade will be very low.