You absolutely have the right to not vote.
But you aren't protesting anything.
You're saying it isn't important enough for you to choose a side and that you're confident you won't be impacted by any political change.
If you want to see real change in the USA, you need to vote.
Find the candidates in your area who are moving the furthest in the direction you want to go, hold your nose, and vote.
Sitting out the vote does nothing to help anyone.
In the US if you don't vote, most people don't assume you're making a statement. They assume you couldn't be bothered.
@LianaBrooks agree 110%. People who don't vote (on purpose) are strangely willing subjects no different from feudal serfs (minus the willing part). They might as well just sign away the rest of their rights.
There's a percentage of people who don't vote because they can legally, but things like health or work prevent them from getting to the polls or mailing in a ballot (where mail-in voting is allowed).
But that's about 10% of the non-voters.
The rest are comfortable letting anyone win.