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Default automatic update of filtered linked data?

Can someone help? There's got to be an easy way to acoomplish this
without some kind of refresh macro:
1. Sheet one has a grid of data.
2. I paste that grid into another sheet (paste special, paste link)
3. I then filter that linked table.
4. I change the source data
5. The filtered linked sheet does not update unless I manually re-apply
the filter.

I've even tried putting the linked sheet into another file and making
sure it automatically updates links. Still no luck!