This knowledge base article explains how to create a "Not in List" filter using Command Manager outlines.
In order to create a 'Not in list" filter using Strategy Administrator Command Manager 9.x, use the following syntax:
CREATE FILTER "" IN FOLDER "" EXPRESSION " ()" ON PROJECT "";
CREATE FILTER "Not in USA" IN FOLDER "\Public Objects\Filters" EXPRESSION "Country@ID (USA)" ON PROJECT "Strategy Tutorial";