Sort doesn't work for certain fields
Currently in Close.io, only the fields listed in the Sort By dropdown are sortable:
Just click it and it'll add the correct syntax to your search query.
If you don't see the field you want to sort by, most likely it's because this field isn't a numeric or date field. Currently only a small number of "text" fields are sortable (e.g. Company or Contact name). We may change this in the future.
However in most cases sorting by a text field isn't as helpful as filtering, which works fine. Rather than sorting, try filtering by one or more values. For example, to filter Potential leads by state:
status:Potential (state:CA or state:FL)