We discovered that we couldn't do this in a calendar either. A good way to tell for sure is to set up a Time Off report, and then copy the filter right over into the calendar. If it works in one and not in the other, then Calendar reporting won't take the filter because of Calendar-related reasons.
You didn't mention what wasn't working for your attempts, so just in case this isn't working in a Time Off report either, I would suggest trying something more like this sample code below:
EXISTS:a:$$OBJCODE=USRGPS
EXISTS:a:userID=FIELD:userID
EXISTS:a:groupID=___________