What is it called when you end up preparing for something and then it doesn't happen because you prepared?

You're simply out of luck

It means that you're lacking good fortune; unlucky.

Having bad fortune, experiencing a misfortune, as in "You're out of luck if you want a copy; we just sold the last one."

This expression, first recorded in 1867, assumes that good fortune is a finite quantity that one can run out of. However, it generally applies to more temporary circumstances than being down on one's luck.

Maybe, the odds are always against you.

[for fate] to be against one generally.

"You can give it a try, but the odds are against you."

"I know the odds are against me, but I wish to run in the race anyway."

As you say, this is about poetic/quasi-magical causality (examples—see below). Almost the entire point is that it is not about luck. It is somewhere between science and destiny. Here, you are on precisely the wrong end of the mechanisms that always get Luke and Leia to where they need to be, even if they have just done something amazingly stupid while also failing even to notice the problem.

These are mechanisms, not luck, and for you they work differently.

The most common expression for this in UK English is Sod’s Law. Wikipedia defines it rather inadequately (4 April 2016, and also confuses it with Murphy’s Law), thus:

Sod’s law is a name for the axiom that ‘if something can go wrong, it will’, with the further addendum, in British culture, that it will happen at ‘the worst possible time’. This may simply be construed, again in British culture, as ‘hope for the best, expect the worst’.

That definition ignores the most important aspect of Sod’s Law.

In real usage, Sod’s Law always reflects the further observation that whatever you do to prepare, your efforts will be thwarted with incredible efficiency. You are basically, personally doomed. You could do exactly what everyone else is doing perfectly successfully, and yet for you it will still go impressively wrong.

In your example, you very carefully observed weather conditions for six days, made sensible predictions and took appropriate action. And then, precisely as you put it (but my emphasis):

It rains because you did not have your umbrella (yes, assume you are magical and can control the rain by bringing/not bringing an umbrella, but that you don’t know about this mysterious power).

You are right: you made it rain by leaving your umbrella behind—so it isn't really magic at all. It’s an effect that you can test and replicate scientifically (although that would probably go wrong as well...). It does increasingly feel like magic, though, the more often it happens.

Not only that, but also... everyone else is fine: they either brought an umbrella in this time (perhaps to take to the official umbrella dump, in view of the weather); or for some reason (that doesn’t include you) they just aren’t going outside today.

I have been known to point out that I can control the weather just by getting my bike out on what seemed to be a lovely day; or that I could control the direction of the wind (many successive times, until giving up the effort) simply by trying to light a cigarette. Like a good modern scientist I would try to suggest that I was joking about bad luck, while being unable to shake this nagging little worry that I was being in some way targeted with a consistency way beyond statistical randomness.

Not everything will go wrong: that’s Murphy’s alarmingly simplistic and fairly unhelpful little Law.

No, under Sod’s Law, the stuff that goes wrong is just anything mission-critical for which I thought I had prepared adequately. It makes me try harder next time... and yet, somehow, some new thing then destroys all my efforts all over again.

EDIT

I just found a rather nice little discussion of these two Laws by Michael Scannell:

If things only go wrong when they can, you can make sure they don’t. Obviously, if things can’t go wrong, they won’t. Murphy’s law becomes an incitement to be more careful: a forceful, energetic, Yankee take on things.

Sod’s law is quite different. My guess is that its origins are English or Irish. It is essentially fatalistic. Sod’s law will operate however careful and energetic you are. The best any of us can do is put up with things—preferably with a wry smile.

EDIT 2

For literary input to this theme I would point to fantastic narratives. The two that I have in mind right now are both very useful examples of the opposite of Sod’s Law.

As I have mentioned, Star Wars (1977). It makes no difference how stupidly Luke and Leia act, or in what ignorance of the wider political/historical/military difficulties. At every turn, something will organise the world such that this ridiculous action gets them to a position where their mere presence will further a mission that they didn’t even know they were on. Under Sod’s Law, your life and efforts work pretty much the opposite way.

Larry Niven, Ringworld (1970). Frequently mistaken for a quintessential hard science fiction text (Niven is a splendid author, and has played fantasy/sf tricks like this a lot), this novel is really about how things might work if what we modern types pompously dismiss as ‘luck’ is in fact some kind of universal force or property. Absolutely everything that happens within this story (and for quite some centuries previously) is conducive to manoeuvring a certain character into the most perfect and appropriate situation. Again, under Sod’s Law, one’s experience is consistently similar-but-different...

The often misapplied irony is applicable here.

[A] state of affairs or an event that seems deliberately contrary to what one expects and is often amusing as a result.

(GOOG)

This refers to the state of the affairs itself, and not some locus of causality generating those affairs.

If the act of preparing actually mechanically causes the prepared-for event to not occur, then either you knew that preparing would prevent the event, or you didn't.

If you did know, the word is "deterrence."

If you didn't know, the word you would use is "luck" (either good or bad, depending on whether you wanted the thing to occur—for example, you might prepare to go to a place, alerting someone who hates you, who then goes and burns the place down, which would appear to be bad luck; or, you might prepare for someone invading your castle, but they see your defenses are too strong and decide not to invade).

I don't think Murphy's (or Sod's or Finagle's) Law has anything to do with it.

The opposite of a self-fulfilling prophecy is a self-defeating prophecy:

a prediction that prevents what it predicts from happening. This is also known as the "prophet's dilemma".

(Wikipedia, "Self-defeating prophecy")

Preparing for something usually needs that we first predict that it is somewhat likely to occur. In this case, the "prophecy" part is taking or not taking the umbrella in the expectation or non-expectation of rain (while failing to take account of the magical effect of taking the umbrella).

I would call that "better safe than sorry"

If nothing bad happened I don't think either Murphy's law or Sod's law or similar are applicable, and you didn't prevent the bad thing from happening.

I've known it for years: It is "using Murphy's Law in your favor". E.g. buys lots of insurance you end up never needing.

Better to have it and not need it than to need it and not have it

I created a word for this. "Anti-hypo-causal". Anti = against you, hypo = hypothetical situation, causal = if I have prepared I won't have needed to, if I haven't prepared I would've needed to. I guess in some situations it could be an anti-causal, if it actually happens and it's not hypothetical.