Homebrew XEX files are not signed by Microsoft. They will only work on a modded console (RGH/JTAG).
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From a reviewer's perspective, seeking "XEX links" is often an inferior experience compared to the official method. xex xbox 360 games link
Not all XEX files are illegal. The XEX format is also used in the community. Homebrew XEX files are not signed by Microsoft