DERIVATIVE LIABILITIES (Tables)

3 Months Ended

Mar. 31, 2026

Derivative Instruments and Hedging Activities Disclosure [Abstract]

SCHEDULE OF FAIR VALUE ASSUMPTIONS OF WARRANTS

Changes to these inputs could produce a significantly higher or lower fair value measurement. The fair value of each conversion option is estimated using the Black-Scholes valuation model. The following assumptions were used on March 31, 2026 and 2025:

			Three Months Ended March 31, 2026			Inception
Expected term			0.01 - 1.00 years				1.00 years
Expected volatility			370- 391%				358% – 390%
Expected dividend yield			-				-
Risk-free interest rate			3.44 – 3.83%				3.48 – 4.15%
Market price		$	0.0002 – $0.0003			$	0.0001 - $0.0003

		Three Months Ended March 31, 2025				Inception
Expected term			0.75 years				0.75 – 1.00 years
Expected volatility			361%				120% – 125%
Expected dividend yield			-				-
Risk-free interest rate			4.12%				4.85%
Market price		$	0.0002 – $0.001			$	0.0078 - $0.013

SCHEDULE OF ACTIVITY RELATED TO DERIVATIVE LIABILITIES

Activity related to the derivative liabilities for the periods ended March 31, 2026 and December 31, 2025 is as follows:

		March 31, 2026				December 31, 2025
Beginning balances		$	1,400,996			$	338,986
Recognition of derivative liability on conversion options of notes			335,500				1,127,825
Derivative expense			706,806				1,115,146
Conversion of note payable			(532,270	)			(1,058,487	)
Change in fair value of derivative liabilities			(176,839	)			(122,474	)
Ending balances		$	1,734,193			$	1,400,996