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