You cannot use the Created, Created By, Modified, or Modified By Item properties for rules on New forms. The reason is none of the system fields such as the Created (date) field are populated until the form is submitted and the item is actually created. For example if you start filling out a Nintex form at 11:30pm, but it takes 45 minutes to fill out and submit the form, the Created (date) is actually 12:15am the next day.
Instead if you are creating a Rule that needs to work for New Form entries, you will need to use either the Common > Current Date or the Common > Current User references:
Whenever using the Current Date or Current User references you will likely want to append the ‘New Mode’ reference to your rule as well. This is because the current date or user will change as the item is viewed and edited later.
See the Rule Formula Examples tutorial for more examples of how to setup rules.