Story of a girl who is interested in aircraft competition

I am trying to find an anime from my childhood which was aired around 2004 or 2005 in cable TV.

It was a story of a girl who was very interested in some sort of aircraft competition. She doesn't have father or mother and she ran away from her home. But somehow she manages to get into that aircraft competition. Her past is a mysterious one.

I remember a only little bit, in that anime song, her parents will be holding her hands, as the song ends,her parents will disappear.