I think the problem you are encountering is due to the fact that fiscal year is tied to a specific date field. The fiscal year start date for Fiscal / Calendar Date is Jan which is why you are not getting your expected output.
Maybe you could create your own fiscal year date field something like, IF DATEPART('month', [Transaction Date]) >= 9 THEN DATEADD('year',1, [Transaction Date]) ELSE [Transaction Date] END, then use that in Fiscal / Calendar Date to achieve your desired output.
Attached is a modified twbx with a potential workaround. Let me know if you have any questions.
Parameter Fiscal Dates Mod.twbx 28.9 KB
Nailed it! I didn't realize my new calculated field was still pulling to January (it makes sense why and I should have checked that!). Thanks so much for the help, this is exactly what I needed!