The performance of a wax relies highly on how well the paint is prepped before hand. Scratches and oxidation in the paint will make the surface look dull and putting wax over the top of it will add a bit of shine but nothing spectacular.
When applying waxes you should only have to apply a light film of it and leave it for a bit to haze then buff off residue with a MF towel. You will feel some resistance with some waxes. Just try using a bit less or dont let it sit for too long before buffing off the residue.