The King of Fighters Collection: The Orochi Saga

In KOF96, defeat Goenitz in the last fight of the game with a team consisting of Kyo, Iori and Kagura. In order to select the Bosses characters, beat DMs: Speed Run Challenge under Secret Characters in order to unlock these characters. You can use other teams to reach the final boss and then allow yourself to be defeated, then continue and selecting the proper team members. The trophy pops as soon as you defeat Goenitz using the aforementioned team but the difficulty setting doesn't matter so play on level 1.