Hi,
Then the stuff is just no good to begin with.
Try another peice of wood. I know you have tried oak but try something along that line, treat it and stain it. I suggest you get two. While you are working out with one, you can continue to treat the other. When the first one goes the, second will be ready to give you a good time.
What keeps the wood durable is that they have some kind of moisture inside. The oil serves that purpose. I remember being told how some fighting canes were made in this country. I was told they were soaked in oil for 2 years. The result was a cane that was practically unbreakable.
mickey