I have an inground pool & live in Illinois. I shock on a weekly basis when doing my weekly maintenance, the chlorine level is fine through out the summer months. In the fall of the year, the chlorine does not hold more than 2-3 days. The pool is crystal clear.
Does this also coincide with the time of year that you have a lot of organics in the air or getting in the pool (leaves, pollen, dust, crops or golf course nearby, etc.)? Or what type of chlorine are you using? Liquid in particular looses its concentration as it ages and therefore if you have it sitting around from the beginning of the season, it can be much lower in concentration.