Just like praying, magnetic bracelets, acupuncture and homeopathy, just because you think or believe melatonin works, or because your condition changes, doesn't mean melatonin (or whatever) is actually doing anything that a placebo wouldn't do for you just as well, without the risks or side effects.
But if you conduct a properly-designed scientific study and let the results speak for themselves, and keep building on that with more properly-derived evidence, then you have yourself a reliable conclusion. (Caution: Being wrong is not the same as being guilty of junk science.)
The objective of this 2006 study was:
"To conduct a systematic review of the efficacy and safety of exogenous
melatonin in managing secondary sleep disorders and sleep disorders accompanying sleep restriction, such as
jet lag and shift work disorder."
Efficacy and safety of exogenous melatonin for secondary sleep disorders and sleep disorders accompanying sleep restriction: meta-analysis
Plus, doesn't melatonin shrink you balls?