I was looking at GE timers at Home Depot tonight.
Timer ON is correct setting.
Segments up should be lights off.
You lights turn ON with outlet on, so lamp, bulb and electricity are good.
Troubleshoot your timer:
What happens when you manually rotate the dial clockwise?
Do lights turn on and off at scheduled times?
Move override switch both directions and rotate dial manually with switch in each position.
Are the segments pulled all the way up?
If lights do not respond when dial is rotated manually, and segments are all the way up, then timer is broken.
If lights turn on-off with manual rotation, then check if clock motor is rotating dial.
If dial is not rotating, then timer is broken.
The way these timers work is this:
Timer clock with plastic gears rotates dial.
Dial rotates as time passes.
Plastic arm rides along outside edge of segments. See photo below.
When segment is pulled up, plastic arm clicks inward via spring action.
The moving arm opens electrical contacts that turn lights OFF.
If dial is not rotating, or the spring is worn out, or the plastic arm broken off, or the contacts fused together, or override wire is disconnected, then timer is broken.
I test these timers.
4-6% arrive defective, and most last 1 or 2 seasons and then they break.
But they are priced low and easily replaced.
Plastic arm rides along segments
Segments pulled up on GE 15207