Well, obviously there is a lot you can teach a fish ... I wouln't believe this myself if I didn't see it!
Here's a video of a fish doing 10 different tricks in 4 minutes. Although, technically it's not a gold fish, I'm honestly impressed.
Star [that's the name of the fish] is a Pseudotropheus socolofi cichlid, most commonly known as a snow white socolofi cichlid.
Looks like you can teach a betta some tricks, too.
In the next video you see a goldfish jumping through a hoop. Not sure if it's really a gold fish, since it looks rather pale, but I'm the farthest thing from an expert you could imagine...
Oh, and once I got started in my search, suddenly another performing fish appeared, this time even I can tell it's a gold fish! And another!
HOLY GOLDFISH! THEY EVEN DO FORMATION FLIGHT!
And last but not least, the only video of a (kind of) jumping gold fish. Applause!
Unfortunately, you're not supposed to feed gold fish right at the surface of the water, so letting one jump after food sounds like a bad idea. You should start practicing with a target stick and an underwater loop to swim through. Then move the loop further out of the water until the fish has to jump. Might take some months...
And before I forget, thanks for broadening my horizon.