No, you can't sell when you're in first place, you have to go for it.
What I don't agree with though, is emptying out your entire farm, unloading all your cannons, and competing in an inflated market when you have fewer assets than everyone else. In a year in which you're obviously over-acheiving, you don't blow up your future for a chance at a smaller regression. They got a big-name bat who will be here soon (people keep saying we made no big deals), and we have Chris Sale coming back.
In a year like this, you have to strike a balance. I'm sure some will never like that, but that's just smart business baseball.