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Sabrient Quantitative Investment Research
BEST FILTERS: February 2008

Based on extensive backtesting, these are the best-performing Sabrient filters, by market cap, for the month of February 2008. These filters substantially outperformed their index benchmarks during the past three months and indicate the kinds of qualities the market is rewarding in March 2008.

LARGE-CAPS

Value:
Cash Flow vs. Valuation Filter
GARP Filter
Primary Value Filter

Growth:
Cash Flow vs. EPS Filter
Analysts' Change Filter
Consistency Filter

Momentum:
Group Momentum Filter
Momentum Rank Change Filter
Price Momentum Filter

MID-CAPS

Value:
Valuation Ratios Filter
Financial Quality Filter
Cash Flow vs. Valuation Filter

Growth:
Composite Growth Filter
Consistency Filter
Earnings Strength Filter

Momentum:
Group Momentum Filter
Momentum Rank Change Filter
Triple Rank Filter

SMALL-CAPS

Value:
Financial Quality Filter
Valuation Ratios Filter
Price Trend Filter

Growth:
Analysts' Change Filter
Earnings Strength Filter
Cash Flow vs. EPS Filter

Momentum:
Group Momentum Filter
Price Momentum Filter
Earnings Momentum Filter

MICRO-CAPS

Value:
Turnaround Filter
Primary Value Filter
Price Trend Filter

Growth:
Earning Strength Filter
Analysts' Change Filter
Composite Growth Filter

Momentum:
Triple Rank Filter
Group Momentum Filter
Momentum Rank Change Filter