Based on extensive backtesting, these are the best-performing Sabrient filters, by market cap, for the month of August 2006. These filters substantially outperformed their index benchmarks during the past three months and indicate the kinds of qualities the market is rewarding in September 2006.

LARGE-CAPS  

Earnings Momentum Filter
The Earnings Momentum Filter scores stocks for rapid acceleration in earnings momentum over the past four quarters.

Momentum Rank Change Filter
The Momentum Rank Change Filter measures short-term changes among key momentum measures, including earnings, price and group momentum.

Analysts' Change Filter
The Analysts' Change Filter assesses recent revisions in the analysts’ earnings estimates.

MID-CAPS  

Turnaround Filter
The Turnaround Filter gives high scores to stocks that exhibit low relative valuations and relatively stagnant EPS growth over the last three years, but have favorable EPS projections that have not yet been rewarded by the market.

Group Momentum Filter
The Group Momentum Filter measures industry group performance in multiple periods with an emphasis on the last three months. It serves as a proxy for broader market sentiment toward a group or niche.

Momentum Rank Change Filter
The Momentum Rank Change Filter measures short-term changes among key momentum measures, including earnings, price and group momentum.

SMALL-CAPS  

Turnaround Filter
The Turnaround Filter gives high scores to stocks that exhibit low relative valuations and relatively stagnant EPS growth over the last three years, but have favorable EPS projections that have not yet been rewarded by the market.

Analysts' Change Filter
The Analysts' Change Filter assesses recent revisions in the analysts’ earnings estimates.

Earnings Momentum Filter
The Earnings Momentum Filter scores stocks for rapid acceleration in earnings momentum over the past four quarters.

MICRO-CAPS  

Analysts' Change Filter
The Analysts' Change Filter assesses recent revisions in the analysts’ earnings estimates.

Earnings Strength Filter
The Earnings Strength Filter seeks stocks with favorable earnings trends by measuring short-term and long-term earnings history, short and long-term earnings projections, as well as percentage change in both over the short term.

Composite Growth Filter
The Composite Growth Filter includes long-term and short-term factors related to earnings, cash flow and revenue growth.