DERIVATIVE LIABILITIES (Tables)

12 Months Ended

Dec. 31, 2025

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 December 31, 2025 and 2024:

			Year Ended December 31, 2025			Inception
Expected term			0.21 - 1.00 years				1.00 years
Expected volatility			358%				358% – 390%
Expected dividend yield			-				-
Risk-free interest rate			3.67%				3.48 – 4.15%
Market price		$	0.0002 – $0.001			$	0.0001 - $0.0003

		Year Ended December 31, 2024				Inception
Expected term			0.25- 1.00 years				0.75 – 1.00 years
Expected volatility			145% - 404%				120% – 125%
Expected dividend yield			-				-
Risk-free interest rate			3.98 - 4.16%				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 December 31, 2025 and 2024 is as follows:

		December 31, 2025				December 31, 2024
Beginning balances		$	338,986			$	63,316
Recognition of derivative liability on conversion options of notes			1,127,825				245,000
Derivative expense			1,115,146				79,025
Conversion of note payable			(1,058,487	)			(33,082	)
Change in fair value of derivative liabilities			(122,474	)			(15,273	)
Ending balances		$	1,400,996			$	338,986