Should I do this trade?

No, you really need to keep McCoy in case someone is injured, and to play at least 3 bye weeks for your other 3 RBs. In a flex league like this it is very important to have 4 good RBs so that you always have one to play the flex position. AJ won't be a big upgrade over Marshall and the on performance was a fluke(he is the No. 2 option for Derek Anderson).