This paper aims to develop an account of the pursuitworthiness of models based on a view of models as epistemic tools. This paper is motivated by the historical question of why, in the 1960s, when many scientists hardly found QSAR models attractive, some pharmaceutical scientists pursued Quantitative Structure-Activity Relationship (QSAR) models despite the lack of potential for theoretical development or empirical success. This paper addresses this question by focusing on how models perform their heuristic functions as epistemic tools rather than as potential theories. I argue that models perform their heuristic function by "constructing" phenomena from data in the sense that they allow the model users who interact with the medium of the models to recognise the phenomena as such. The constructed phenomena assist model users in identifying which conditional hypotheses that are focused on low-level regularities concerning entities such as chemical compounds are more "testworthy," a concept that links the costs associated with hypothesis testing with the fertility of the hypothesis.