The Help inside Email says "once you have signed in to CoxMail, choose Options and then the Rules button to see these three different Spam filtering options."
I don't see any "Options" in myemail.cox.net. Where are the settings for spam?
Marking emails as spam obviously doesn't work, I've been doing that for months, and my Spam folder is empty, and I keep getting the same spams over and over. It's getting worse and worse.