Christmas/Holiday Cactus will have a bigger problem with over watering than with too much sun in my opinion.
Mine get Eastern Exposure but many of them get only a glimps of the morning sun.since they sit on the divider of the bird room and the others are getting some southern exposure but very little direct sun. You may want to check your soil in the pot and see if it is sour, too wet or too dry. Depending on your plants condition you may be able to save it. I find the leaves bleach with too much sun but that does not usually kill them. You may need to repot it and give it some fertilizer. Seldom have I found anything but too much water in the ones I have killed. I now use a water wand
