Generally, yes, you need to keep your business going in order token your e-2 visa. Unless you have money and can invest in a new entity, you may want to go back to your country of origin so that you don’t fall out of status and you can regroup. A lot business fail, and the owners go home, come back, and start again. You are entitled to do that.
But, if you are going into a business where you have a strong possibility of failure within six months because of the industry, it necessitates sitting down with an experienced immigration or business attorney to walk through possible outcomes. Perhaps there is a different way to structure the entire process where the visa for the business is not tied exclusively to a specific entity; perhaps it is tied to a multiple services-type business, and running the entity is just one part of it.
Learn more about the immigration services provided by Philip Levin & Associates.