Powershell Logon Script Failing

I am testing logon scripts pushed out through a GPO linked to a specific OU.

Its a simple script that just enters the user name into a remote SQL server I set up on the domain.

$conn = New-Object System.Data.SqlClient.SqlConnection
$conn.ConnectionString = "Data Source=MYSERVER;Initial Catalog=data;Integrated Security=SSPI;"
$conn.open()
$cmd = New-Object System.Data.SqlClient.SqlCommand
$cmd.connection = $conn
$cmd.commandtext = "INSERT INTO tbl_Logon(username) VALUES('{0}')" -f $env:username
$cmd.executenonquery()
$conn.close()

The script does not run automatically but once logged in, I can launch it on the target computer/user from the command line using the following:

Powershell.exe -File \\my-domain.com\NETLOGON\myscript.ps1

and the data is inserted into the table. RSOP does show the correct path and executable name so I know the policy is right, so what am I missing? Why won't it run automatically when I login?

Thanks