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

LARGE-CAPS  

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

Composite Value Filter
The Composite Value Filter uses the core components of value investing, including fundamental ratios, historical earnings, consensus estimates, and long-term trend metrics.

Valuation Ratios Filter
The Valuation Ratios Filter is a proxy for fundamental valuation, bestowing high Sabrient scores on stocks with low, and therefore favorable, valuation ratios such as price-to-earnings and price-to-sales.

MID-CAPS  

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

Primary Value Filter
The Primary Value Filter measures key growth and valuation ratios, both long-term and short-term.

Valuation Ratios Filter
The Valuation Ratios Filter is a proxy for fundamental valuation, bestowing high Sabrient scores on stocks with low, and therefore favorable, valuation ratios such as price-to-earnings and price-to-sales.

SMALL-CAPS  

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

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.

Momentum Dymanics Filter
The Momentum Dynamics Filter measures EPS, price and group momentum over multiple time periods. In addition, this key momentum filter measures the flow of money into a stock and the change in that flow during the most recent 90 days.

MICRO-CAPS  

GARP Filter
The GARP filter is a proxy for growth at a reasonable price. A high score indicates a reasonable price for the growth potential; a low score suggests the growth potential may be overpriced.

Momentum Dymanics Filter
The Momentum Dynamics Filter measures EPS, price and group momentum over multiple time periods. In addition, this key momentum filter measures the flow of money into a stock and the change in that flow during the most recent 90 days.

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