Brauner, ErikDayhoff, Judith E.Sun, XiaoyunEssential to building a good financial forecasting model is having a realistic trading model to evaluate forecasting performance. Using gold trading as a platform for testing we present a profit based model which we use to evaluate a number of different approaches to forecasting. Using novel training techniques we show that neural network forecasting systems are capable of generating returns for above those of classical regression models.en-USneural networksneural systemsrobust information processingsignal processingtime series predictionforecastingfinancial engineeringIntelligent Control SystemsTechnical Report