In order to activate a debug menu, press and hold +++, and then reset the system. Keep these four buttons held down, and wait for the title screen to show the option to start a new game. With these four buttons still held, tap 8 times. If successful, a new screen will appear with a number of different options.
In all options, press to increase the selection, and to decrease the selection. Press to begin the game with the selected options.
すてーじ NO (stage number)
Choose which stage you wish to start the game in, from 1 to 7. Press to alter between starting in しんぼる (Overworld) or ばとる (Underworld).
けん NO (sword number)
Chose which sword you possess when starting the game, from 0 to 5. This actually allows you to possess a sword in early stages that you could not otherwise possess until purchased in a later stage.
ライフ (life)
Increase or decrease the number of hearts in your health meter. The default is 3, the maximum is 8 and the minimum is 1, meaning you can set the game to begin with fewer hearts than ordinarily possible.
ヘン玉 (Bolt Bomb)
Decide whether to begin the game with no Bolt Bombs, or the maximum of 99.
MONEY
Decide whether to begin the game with no Coins, or the maximum of 9999.
SOUND
Select a number and press to hear the music associated with that number.
EFFECT
Select a number and press to hear the music associated with that sound effect.
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+
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, and then reset the system. Keep these four buttons held down, and wait for the title screen to show the option to start a new game. With these four buttons still held, tap 
8 times. If successful, a new screen will appear with a number of different options.
to alter between starting in しんぼる (Overworld) or ばとる (Underworld).