How do I disable junk mail filtering in iCloud

How can I disable junk mail filtering in iCloud?

I use the highly-accurate SpamSieve app on my iMac and MacBook Pro to filter my emails into a local folder (On My Mac) I created called Spam. Thus, I turned off junk mail filtering on my Macs. However, I just discovered mail in the iCloud mail Junk folder. Apparently, iCloud has been putting mail into the iCloud junk folder. Thus, SpamSieve doesn't have a chance to process these emails--many of which iCloud misclassified as junk!