Press Right, I, Left, II, Up, Select, Down, Select at the title screen. In the game, hold up/right, and press I + II + Select.
Press Left, Right, I, II, Down, Select, Up, Select, then any direction on the D-Pad, at the title screen.
Successfully complete Stage 5 with over 5 million points to proceed to Stage 6. You might have to play the 2nd loop to achieve this.
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