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Passwords 
Level     Password
1st Moon  XSXSSCSC
2nd Moon  CXXTCCXT
3rd Moon  CTSCSSTT
4th Moon  CXXXTCTT
5th Moon  XXSXSSTC (you can't save the game with this one)
Unlimited Health
While playing, pause the game then simultaneously press Circle + Square + Right, then simultaneously press R1+R2+Left. You will hear a sound if it is done correctly. Unpause the game and you will take no damage when you get into a fight.