Check the statement.
In an interview with the blog Cry Of The Wolf, Megadeth frontman Dave Mustaine said the band is working on a "crazy opportunity." When asked what the band has been doing, Mustaine said:
“We’re working with hard drives to catalog all the song ideas we’ve had so far. We’re working on separating them into new parts and everything else.”
He continued: “We came up with a crazy opportunity for a project I’m working on. We have a lot of songs for this project. I can’t give you more details, but I will as soon as I can.”

