You can't work for yourself, because your visa only allows you to work for your "sponsoring" company. Though I think you can start a company, someone else woul

You can't work for yourself, because your visa only allows you to work for your "sponsoring" company. Though I think you can start a company, someone else would have to be completely in charge of running it (which for many people isn't the reason they'd start one in the first place). You can't participate at all, or the visa terms are violated. But you can make money...for example, if you have stock, as this wouldn't be any different than any other "passive" investment. The problem is, you still risk your visa status if you break any rule. Changing your status first is definitely safer in my opinion.