Some indies do well but the media does them a lot of harm by ignoring them.
In the U.S., why would any presidential nominee run as an Independent? The only one to ever win as an independent was George Washington!
Actually now is the time for an independent or someone from a smaller party to make their move. All the polls, even the ones taken by the Democrats and Republicans, state people are tired of the bickering not only against each other but amongst themselves. They are tired of them not getting anything done. So if the right candidate with enough money to advertise can draw enough attention to themselves, they could conceivably win.
Have you forgotten Teddy Roosevelt ... The Bull Moose Party.
It just takes a charismatic person, getting support from the entrenched parties.