No Return Offer- Cant make it past superday

Worked at a buyside firm that has decent return rates. Didn't get a return offer but have references from those I worked with. 

Have had 5+ super days at buyside and sell side shops for FT and every time the return offer question comes up I say something along lines of i didn't, mainly cultural, have references etc. and get dinged. How else do I frame it. Have super days next week, but giving up home because no clue on how to answer it properly.