Utter failure of Windows Live Mail to filter out junk and spam

For years now, Windows Live Mail flatly refuses to filter out junk mail or spam. I have the security setting at "High." I have a massive list of Blocked Senders. Yet every email from every blocked sender still goes directly to my Inbox, and virtually nothing every goes directly to the junk mail folder. I can click on a junk mail in my Inbox, use the Junk drop-down menu to mark it as Junk and manually move it to the Junk Folder, and then the following day the same type of email sent from the same sender will again go directly to my Inbox without being blocked. In short, no matter what I do or what settings I apply, the Junk mail filter does absolutely nothing. The Junk folder would remain forever empty if I did not move mail into it manually from my Inbox AFTER it has already reached my inbox! I have the distinct impression that Windows Live Mail's claim to have a Junk filter is just a Microsoft fairytale.