Try this: Define {Small

Try this:

Define {Small Cap Growth and Value}
Uses [SI Relative Strength 13 week] [SI Relative Strength 26 week] [SI Country] [SI Exchange] [SI Market Cap Q1] [SI Price/Sales] [SI E\
PS-Growth 12m] [SI % Rank-Rel Strength 52 week] [SI Sales-Growth 12m]
Deblank [SI Relative Strength 13 week] [SI Relative Strength 26 week] [SI Country] [SI Exchange] [SI Market Cap Q1] [SI Price/Sales] [S\
I EPS-Growth 12m] [SI % Rank-Rel Strength 52 week] [SI Sales-Growth 12m]
;
Set [avg13w] : AVERAGE([[SI Relative Strength 13 week]])
Set [avg26w] : AVERAGE([[SI Relative Strength 26 week]])
Keep:[SI Relative Strength 13 week]>[avg13w]
Keep:[SI Relative Strength 26 week]>[avg26w]
Keep:[SI Country]="UnitedStates"
Keep:[SI Exchange]<>"O"
Keep:[SI Market Cap Q1]>=200
Keep:[SI Market Cap Q1]<=2000
Keep:[SI Price/Sales]<1.5
Keep:[SI EPS-Growth 12m]>0
Keep:[SI % Rank-Rel Strength 52 week]>=85
Sort Descending [SI Sales-Growth 12m]
Top:5
End

Your AVERAGE statement tried to take the average on a single value, and then required that the average itself was bigger than itself. No picks qualify for that.

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