Apple Mail deleting email from Smart Mail Boxes

I have most of my incoming mail sent from the inbox to smart mail boxes everything works fine in this phase. However, after 7 days the emails are 'AUTO-MAGICALLY' deleted from the various smart mail boxes. I don't know why they are being deleted and I don't know where they're going as they don't show up in trash or junk. As best as I can determine I haven't activated anything in "Preference" that would cause this to happen (if there be anything there that could cause it.)

Anyone have any ideas what could be causing this?

Thanks for any help.