Wow, High Max is a total douche and can go to hell. I went to him as Zero and STILL couldn't do any damage to him. The first time you fight the guy is at the very beginning of the game as X, but you're supposed to lose that match. The guy's a secret boss in one of the stages and can only be harmed by his weakness, unlike every other boss who'll take damage regardless. Since Zero can't actually use the weapons that hurt this guy, X has to be the one to trash him, which means I just wasted a lot of time trying to get to a hidden boss (who I thought was gonna be somebody completely different) I can't beat.
Cool thing is that, according to this walkthrough I read a few minutes ago, in hopes of finding his weakness, if I beat the guy, I can skip straight to the end of the game and a boss from the previous X game will become a hidden boss.