Research shows that if you list at least three things you’re grateful for everyday, you will significantly improve your mental health. Does it really , or does this line just sound good? If you're going to make a claim like this, you should probably link to peer-reviewed research that backs this up.
Mandatory, this is anecdotal... I do this every morning when I wake up and have for a good year or so. I honestly don't notice much of a difference.
Furthermore, just because something doesn't work for you, doesn't mean it doesn't work for others. Additionally, unless you've been keeping a log before and after you started the interventions, you should be at least skeptical about the difference you expect. It's entirely possible you got better, adjusted to the norm, and just think you feel as good as you normally do - while your "normal" is better than before.
Finally, the effect is more likely to be pronounced in people feeling worse than average. If your life is fantastic, you might not get much of a benefit from an intervention that has otherwise strong effects on people.