Haven't trained it so can't offer specific advice. However, if you aren't bringing anything up then try a different data-type. LONG is your standard 4-byte DWORD scans, which you generally start with for variables such as ammo etc, which tend to be integers/whole numbers only (IE, not REAL numbers/decimalised).
You should start with those scans. You will also bring up single-precision FLOATs with that scan, as they are essentially 4-bytes in length too; they just won't 'look right' when you see them visually (in the scan window). If you can't pick anything up, then drop to 2-byte/WORD searches, and failing that, drop to BYTE searches. A lot of games use 2-byte for variables such as ammo.
Now for health, in a fighting game like this (or, well, most games actually) you'll most likely just have an energy 'bar' with no visual amount displayed. So you have to start with an unknown value scan. Then search decreased and increased on your next 'sub-searches' depending on whether you gain or lose health. Eventually you will narrow down to only a handful of addresses, which you can then modify of freeze to isolate the real one.
I very much doubt anything will be encrypted on a game like this (it's only street fighter!), however stranger things have happened. As this game uses Xlive, it may be making use of it's 'protected buffers'. Basically, all this means is that certain variables can be 'routed through' these protected buffers, encrypting it as it goes along. Like GTA4 for most of it's stuff. The only way to nail an encrypted value is to search unknown, then changed and unchanged searches. These are lengthy and time-consuming, and you may be left with many addresses to filter through.
Anyway, i'm guessing you'll get by fine by using a different datatype if you fail on using LONG. So give it a go and report back. Remember, that if you die, then you're health will most likely be allocated to a different memory spot (due to DMA) so if this happens you will have to restart the scan. It won't work if you search, lose some health, search, die, search, respawn, search (as you'll have lost it already). Mix it up a bit by making use of the in-game pause and using some unchanged/stayed the same searches.
Good luck, report back
~Psych