It is that the political map in the US is made up of people who want more involvement of government in the economy, and people who want less - you've kind of positioned yourself as the latter. However, it is also made up of people who want more involvement of government in people's private lives, and those who want less. You are a party with people who represent both. The Democrats are a party that appears to be the latter (but offers nothing on topics from the environment, to drugs, to victimless crimes, to state surveillance).
There is a gap in the political market for a party that accepts social liberalism (true liberalism, as in less government, not interventionist social engineering) as well as an economic free market.
Like the Democrats in 1972, you might face one election with a breakaway socially conservative, anti-immigrant, anti-free trade Pat Buchanan type 3rd party candidate which costs you an election - but like the Democrats in 1972, you will have embraced a new constituency of urban, educated, middle class people who are suspicious of government, but don't pay much attention to religious conservatives preaching to them. Ronald Reagan was somewhat closer to that than you'll care to remember. That's a reason why he won virtually every state in the union, and your rejection of this is why you never win the Pacific and half of the Atlantic coast.
Here are some suggestions.
and last, probably least to you, but it's worth it...