Before you go buying a new wheel, try an internal cam skewer. You're using an external cam one which can be fine in vertical dropouts but probably don't have the strength to hold it in horizontal ones properly.
http://handsonbike.blogspot.co.uk/2013/08/difference-between-good-and-bad-qr.html
@Colonel_of_Truth started
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Before you go buying a new wheel, try an internal cam skewer. You're using an external cam one which can be fine in vertical dropouts but probably don't have the strength to hold it in horizontal ones properly.
http://handsonbike.blogspot.co.uk/2013/08/difference-between-good-and-bad-qr.html