In case anyone else had this question

[Jrinne]

@Jrinne

Maybe there’s an easy way to create an aggregated series and use that to generate an excess-returns target in the AI/ML module—if so, it would be great to have a walkthrough. I suspect the capability exists and has just been overlooked [by me].

Average does not work probably due to an outlier but median does:

Go to Chart and click update or run in the upper right.

The name of that series (using median for average) was: "Easy to Trade Average". I can now use this series with Getseries()

Here for example: Rel%Chg(5, Getseries("Easy to Trade Average")) >0

I have not actually tried GetSeries() in the AI/ML to (hopefully) get excess returns relative to the universe as a target yet.