Most spam filters work on incoming mail. There are some outgoing mail spam filter at mail server level, but not at the e-mail client level. Spam filter at the e-mail client level allows the sender to avoid sending messages likely to be blocked by spam filters at the destination.
My theory is that spam filters among people with similar interests are alike. I have no evidence to back this theory but, if true, then if my spam filter thinks a message I am about to send is a spam, then the spam filter used by the person I am sending the message to will think so as well.