How do you objectively evaluate whether a supplement is actually working?

I've been experimenting with different supplements and nutrition strategiesю Lately, including fermented foods, probiotics, etc.

What I keep running into is a simple problem: after a few weeks, it's hard to tell whether I'm experiencing a real physiological effect or just confirmation bias. I've used gut microbiome test --- not sure it helped as it was just one data point.

Apart from blood tests, do you use any objective methods?

Wearables? Cognitive tests? HRV? Sleep metrics? Training performance? Something else?

I'd love to hear what has actually worked for you.