Mail rules don't run automatically

I have set a mail rule to move, forward and delete my junk mail. This rule will only work if I force it to apply (Cmd +A to select all then right click apply rules). How can I make this rule to act automatically with all of the upcoming emails?

BTW, @icloud.com is receiving too much junk mail lately. Anyone knows how to solve that issue? I just began using a VPN to improve privacy but that does not resolve any current damage. I hope I do not need to change my icloud email.

Thanks for your help.