Wait what? There were level 5 clear trophies?
*checks and notes this isn't SX-2*
My bad. You have to beat the entire game using all the credits you want. Best bet is to learn to survive the levels so you only have to focus on the bosses during your run. Learn to avoid all the mines, learn which paths are the safe ways to navigate the levels and which are traps. Learn to pray that you get quick weapon shields after death... wait that happens to be you can't get one after death.
Go to
www.youtube.com/eastasiasoft and use the Nightmare run as a guide, don't watch AND play it at same time, learn the worlds ahead of time and focus on the 3 tough spots of Soldner-X (yes thats all there really is)
1) Second boss, get this to the point you can get in and take it down safely... NOT QUICKLY!
2) Asteroid belts of world 3 and 4... 3 is easy since your not being attacked, 4 requires both knowledge of the path AND mine avoidance (during 1/2 half)
3) WINDHURST! Take this boss with care. If it takes you 10 minutes to NOT DIE take them. Don't rush it, maybe spend a practice game learning the patterns so when you run long you can play without taking damage (its 3 attack moves that go ABABACABABACABABACABABAC until you kill it after you reach the slowest boss clear ranking possible.)
Good luck, and don't use trophies as a motivator, but fun as the motivator and these will fall easy.