I understand. My life got worse while I was still in. After leaving it still went downhill. After sorta surrendering to Jesus, and going to a traditional bible-believing church, I totally surrendered to Christ. I just could not do life on my own anymore. I gave it my best shot and in reality it just wasn't enough. It was difficult in admitting that. But that was the turning point.
No more running faster, jumping higher & trying harder. I got born-again - the real deal, & left the rest up to Jesus. Life steadily got better and better, but slowly at first. It's now been 9 years and it still is getting better in every area: personal ethics and morality, found a nice wife - had two kids later in life, family life is awesome, finances, happiness etc.
The difference was a personal relationship with Jesus, not Jehovah.
This has been my experience.