Are my features enough?
I don't know much about R2 score, but having it negative all the time seems pretty strange to me. Maybe you should try to use AUC as a metric ( &lt;0.5 classifier is worse than a random classifier, and the closer you're to 1, the best is your algorithm).
If it appears that you still can't find a model giving decent results, the direct conclusion is not that your features are not enough, because there can be plenty of other reasons.
I'd suggest you to try SMOTE, which will create new data based on the ones you already have, and try applying your models again. Sometimes, this is a way to tackle the issue of not having enough data