Object Disappears When Feather Effect Applied

Hi all, 

I am still a beginner in Illustrator and have run into an issue. I created a cone shape and am trying to feather it so that it looks like a light beam. When I select it and apply the feather effect in Effect > Stylize > Feather, my cone disappears completely. Has anyone run into similar issues and been able to solve it? Thank you 🙂