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using caret to select financial models

Hey folks,

I've been playing around with models for financial predictions, and
stumbled across the caret package. From the descriptions, it seems to
be a fairly powerful tool, but the sheer power seems to have made the
docs a bit...daunting...to say the least. Are there any step-by-step
examples out there that show how to use caret to find the most
appropriate model and features for that model? The additional pdfs
that are on the cran page seem to cover these things, but they do so
in a frustratingly (to me at least) terse manner.

Thanks,