Start any type of a New Game+ mode game. Four possible lights will mark your saved game file. They are unlocked by completing the following tasks. Note: The "Alignment" stat is hidden, and becomes greater the closer you are to Law and decreases the closer you are to Chaos.

Icon	How to unlock
Light #1 (green), Nothing Ending	Choose to become the True Messiah.
Light #2 (blue), Law Ending	Have an Alignment of +9 to +100 and complete the game.
Light #3 (white), Neutral Ending	Have an Alignment of -8 to +8 and complete the game.
Light #4 (red), Chaos Ending	Have an Alignment of -100 to -9 and complete the game.