Insane US tax

I am Indian citizen, US green card holder and invest in Indian equities. In India on equity the tax rate is flat 15% for short term and 10% long term (more than one year holding). Contrary to this in US short term gains are added to income depending on which tax bracket you are in you are taxed and long term is 15 to 20%. My tax slabs are 37% and 20% for long term. So it means whatever salary I am earning/saving most of it I am paying to IRS as a penalty to work in US.

Its insane amount of additional tax in US compare to India. How do others cope with this problem?

Also if you stay in US for more than 8 years and then leave US you have to give US EXIT tax.