The SM spam filters are very limited such as move to junk mail or delete the message but when deleting I think it's gone vs. moved to a deleted folder.  I suggest adding another option "Move to Folder" and then when this is selected a drop down with a list of acceptable folder targets to choose from appears.  This way I can move spam to "Deleted Items" so I can verify my filter or have a recovery option should someone have sent something that got caught.