Hello @leo_89,
Thank You for posting your query onto the Forum.
I agree with @DavieJoe that it’ll not filter the results since the direction of the arrow is going other way. In this case, you’ll be required to set the “Cross Filter Direction” (exceptional case) to “Both” changing it from “Single”. Below is the screenshot of the relationship provided for the reference -
Now, once you change the filter directions than it’ll start filtering the results. Below is the screenshot of the final results provided for the reference -
If I remember this same technique was also used by one of our expert @JarrettM in Challenge - 4 where he had also kept the bi-directional relationship between “Dates” table and “Period” slicer. Below is the link provided for the reference from where you can check out his write up as well as download the file for the reference purpose.
Hoping you find this useful and meets your requirements that you’ve been looking for. 
Note: Please click onto the link in order to view the entire post and not onto the “expand/collapse” button.
Thanks and Warm Regards,
Harsh