So my two cents is activities that truly stand out to these extremely selective colleges are not necessarily what a lot of kids online think they should be.
The kids online I have in mind seem to be looking for programs and competitions designed specifically for kids who are interested in certain colleges, college majors, and such. And if is fine if you want to do those things to explore your interests, meet other kids with similar interests, have fun, and so on. But by their very nature, lots of other college-bound kids are doing these activities. And when a lot of them apply to certain colleges, which these days may well include Penn, then those colleges see a lot of applicants who have done this sort of thing.
And so that is unlikely to actually stand out. Again, do it if you would like, but the idea it will do much to make your application stand out to colleges like Penn is not very plausible.
As for what might actually stand out, from what AOs at these colleges say, they seem to be seeing not so many applicants with what you might call mature, real-world commitments these days. Like, kids who have worked for the same for-profit employer for an extended period or maybe multiple periods. Or kids who have repeatedly volunteered for the same local charity. Lots and lots of kids “starting a business” or “starting a non-profit” or so on, not so many kids actually doing something which is less self-promotional but also more the sort of thing adults actually do.
Even more outside the box, you could do things you find interesting with other adults, and not just under the umbrella of programs or competitions for kids. Like, birdwatching is a popular adult activity in my area. There are classes, organized outings, clubs, and so on. I bet not a gazillion kids apply to colleges are doing anything like that.
All this said, I don’t want to put undue pressure on you to be someone who you are not. But I do think it is worth reflecting on this dynamic. If a bunch of college-bound kids are doing the same sorts of things because they are telling each other it will look good for college, that can’t be a very promising way to truly stand out. Still totally fine to do if you want to, but definitely don’t do it if you don’t really want to, or if it would be a big financial burden, or so on.