Based on extensive backtesting, these are the best-performing Sabrient filters, by market cap, for the month of January 2006. These filters substantially outperformed their index benchmarks during the past three months.

LARGE-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.

Cash Flow vs. EPS Filter
The Cash Flow vs. EPS Filter measures long-term cash flow and free cash flow growth against long-term revenue growth and earnings consistency.

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

MID-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.

Triple Rank Filter
The Triple Rank Filter considers earnings momentum, price momentum and group momentum, along with a factor that measures the flow of money into a stock.

Cash Flow vs. EPS Filter
The Cash Flow vs. EPS Filter measures long-term cash flow and free cash flow growth against long-term revenue growth and earnings consistency.

SMALL-CAPS  

Cash Flow vs. EPS Filter
The Cash Flow vs. EPS Filter measures long-term cash flow and free cash flow growth against long-term revenue growth and earnings consistency.

Cash Flow vs. Valuation Filter
The Cash Flow vs. Valuation Filter considers the absolute change of earnings growth, its price-to-earnings valuation, and strength of free cash flow.

Triple Rank Filter
The Triple Rank Filter considers earnings momentum, price momentum and group momentum, along with a factor that measures the flow of money into a stock.

MICRO-CAPS  

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

Triple Rank Filter
The Triple Rank Filter considers earnings momentum, price momentum and group momentum, along with a factor that measures the flow of money into a stock.

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.