Insaf Abuzanouna

The solution from Kelly is a good one... but may not be appropriate as it uses the ₩ character which may be specific to a Korean user which might not work for you.  For me this would just match the exact character ₩ for example.  So just as an alternative you could use this... I'll walk through the steps.

First open your segmentation rules so you see this:

Edit the "Full stop rule" and "Add" a new rule.  I called it "Uppercase exception":

I used these settings:

Before break:

\p{Lu}

Break characters:

.

After break:

Whitespace (including spaces)

So this just looks for an character that is uppercase immediately before a full stop and followed by a space.  In theory, if you have more examples as you have shown, and also text that doesn't follow this rule, like this for example:

The document may contain more. When it does you might want them to segment on a full stop.
72% NYLON. 18% POLYESTER. 10% ELASTANE/SPANDEX. MACHINE WASHABLE. MODEL WEARS SIZE S.
In these cases you could also just want one exception to the default full stop rule. It should segment other sentences, but not the ones as shown in your example.

Like this:

Another solution,if all of your sentences are like your example is to simply use paragraph segmentation instead of sentence based.

This will do the following with my sample text:

So a couple of options.

Insaf Abuzanouna

The solution from Kelly is a good one... but may not be appropriate as it uses the ₩ character which may be specific to a Korean user which might not work for you.  For me this would just match the exact character ₩ for example.  So just as an alternative you could use this... I'll walk through the steps.

First open your segmentation rules so you see this:

Edit the "Full stop rule" and "Add" a new rule.  I called it "Uppercase exception":

I used these settings:

Before break:

\p{Lu}

Break characters:

.

After break:

Whitespace (including spaces)

So this just looks for an character that is uppercase immediately before a full stop and followed by a space.  In theory, if you have more examples as you have shown, and also text that doesn't follow this rule, like this for example:

The document may contain more. When it does you might want them to segment on a full stop.
72% NYLON. 18% POLYESTER. 10% ELASTANE/SPANDEX. MACHINE WASHABLE. MODEL WEARS SIZE S.
In these cases you could also just want one exception to the default full stop rule. It should segment other sentences, but not the ones as shown in your example.

Like this:

Another solution,if all of your sentences are like your example is to simply use paragraph segmentation instead of sentence based.

This will do the following with my sample text:

So a couple of options.

Mr. Filkin is a quite smart guy.
Right
In general, "BackSlash" is used as currency sign of Korean, called "Won".
But, it has another context also, as usual.
In here, specifically, RegularExpression context, its meaning is "Escape Character" only.