This may be due to the time zone not being setup or another scene running in background
If you are running a rule, which has a schedule to run overnight and turn off your lights the next day (switch them on at night and off at day break), you must setup the hub time zone.
Please also ensure all other scenes are switched off, as if any scene is running parallel to your rules, then the lights may switch to that scene instead of switching off.
You also need to ensure that your lights are in range of your hub, so they receive the commands successfully.
Feel free to contact us if you need any further assistance.