Based on extensive backtesting, these are the best-performing Sabrient filters, by market cap, for the month of December 2006. These filters substantially outperformed their index benchmarks during the past three months and indicate the kinds of qualities the market is rewarding in January 2007.

LARGE-CAPS  

Financial Quality Filter
The Financial Quality Filter assesses a company's financial health, emphasizing cash flow, along with projections for bottom-line and recent top-line growth.

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.

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

MID-CAPS  

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

Financial Quality Filter
The Financial Quality Filter assesses a company's financial health, emphasizing cash flow, along with projections for bottom-line and recent top-line growth.

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  

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.

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

Price Momentum Filter
The Price Momentum Filter is a short-term, performance-based filter that measures quarterly share price performance to highlight stocks with recent sharp price gains relative to other stocks.

MICRO-CAPS  

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.

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

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