System Message not showing after Redirect

On submission, my form should redirect to a new page and show a system message. I can't make this to work.
Here is my screenshot:
​[file=11089]Annotation.png[/file]
The issue is that when the form redirects to the new page I don't see the message. If I return to the form using the browser back button, I see the message on top of the form.
I already checked and the page that I am redirecting to has a placeholder for system message.
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Thank you for your help in advance.

Message needs to be before the redirect. Everything after the redirect won't get processed.

Thank you for your reply. But, my message is before the redirect, as it is seen in the screenshot.