It keeps resetting and going back to the setup screen
Thanks for the post.
How are you powering the Roku device? Is the device plugged into the TV USB port or is it plugged into a wall outlet with the provided cable and adapter?
Please also be aware that the Roku Streaming Stick (3400) is a much older device, it's possible that the device may simply be on its way out.
With more information we will be able to assist you further.