Only achieved in Aracde Mode + on any difficulty and any amount of lives (I recommend very easy, five lives and auto bomb for an easier time).
Select Fighter EX on "normal play" and play through the entire game as per normal, but when you get to the credits screen make sure you shoot the giant "END" sign at the end to start a second loop. Play through normally until the very end and this trophy will pop. You can shoot the "END" sign again in the 2nd loop and it won't do another loop.