I know a couple of you that actually read this thing have this game, so here you go:
After beating the game you just have to hit Start in the world map and enter the following code:
LRLRXXYY
The challenge mode puts a forced scroll on all of the levels, so no back-tracking.
Now, as for myself, this is pretty useless, as the only time I ever really backtracked was to get a star coin I missed, and besides that, I just blasted through the levels anyway.
Oh well, I'll still give it a try :D

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