I bought a Saturn from someone here about five years ago, and I'm pretty sure I've been having this problem since then. It's always forgetting the time/date and other settings, and it occasionally wipes the save data. Batteries don't seem to last as long as they should be.
Last week, I got the bright idea that there might be an issue with the power cord, so I swapped it for another one from another Saturn. That's not the problem. So what could it be? The battery slot seems a little loose. Could the cartridge I'm using be the cause?