Have you ever put large sum of money into large cap stocks and got burnt??

So I have played with stocks for many years now, and I have only ever lost money.
I admit I always only put small sums into small stocks that no one has heard of, hoping for a large return in a small amount of time, and the one thing I have never ever done, is put a large sum into large cap big companies, bcoz there is this fear in me that, I'm that unlucky guy who as soon as I decide to change my ways and put a large sum into a "safe" large cap company, is the day when the market turns and the large cap would drop 10% in a day and 30% in a month and I would lose more money buying a large cap than I ever did buying small caps.

I don't know how to overcome this fear and I just wonder if people have lost large sums buying large cap, "safe", popular stocks?