What position is he in when you ask him to stay? He needs to be comfortable, some dogs like to sit, others prefer to be in a down position.
I've been trying to remember how we were taught at training! I'm sure it was a case of getting the dog comfortable then literally walking one step away but still facing them, staying 'stay', then walking back, rewarding then releasing them. Repeat twice more. Next time move on to two steps etc. It is a very slow process, after all cockers like to be with you!
As they get to stay longer, walk back and stroke them, praise them, say stay, but don't reward, walk away again. Eventually, walk out of sight for literally a nano second then go back and praise..... you'll get there!