Okay, first, add a second nock below the arrow. Leave a little gap so the nock doesn't pinch at full draw. Even with correctly fitting arrow nocks, the arrow will slide down the string upon release, so you want to eliminate that.
I'd also recommend using tie on nock sets, too. They are a lot easier on your gloves, weigh less, and it's easy to make adjustments when necessary.
Once you get the two nocks on, go back and shoot again. Start at 15 yards, like before. If, after a couple of bareshafts, you are hitting the center of the target, go ahead and move back to 20 yards. Take you time between shots, and shoot at least 6 shots with both the fletched and bareshafts. The longer distance will make any needed adjustments more visible.