This jiggle valve is to burp air trapped behind the thermostat, some early and cheaply made thermostats lacked this, but almost all new ones have such or have a small slit/gap in the thermostat valve seat itself to purge air out and ensure the thermostat works.
Make sure the jiggle valve is on top of system.
Some engines now have two thermostats (nissan QR25) - one for the block and one for the head. Some thermostats now are completely ecu controlled now, some are hybrid, the ecu can force the thermostat closed or open depending on the need even after the thermostat has expanded open mechanically.