Running bad or Bankroll Mis-Management?

Had a 9 hour session at Harrah's. I have now lost 8 sessions in a row. Three cash, five tournaments. Just have not been able to win that monster pot. I started out stuck for about 200 one hour into my session, eventually clawed my way back to showing a profit, but in the end finished stuck for $240.

Considering I am trying to build a bankroll on the smallest investment possible, I could consider locking up those small wins here and there. However, what if I miss out on a great game because I want to lock up a small win. Building a bankroll or not, "scared money never wins money."

I think i should consider capping my table stakes at $500 until I have an adequate bankroll. Having 100% of your bankroll on the table is not efficient bankroll management I'm sure.  That is one thing I need to be more disciplined about. There's more than one poker room in this city.