Derivative Financial Instruments (Tables)

3 Months Ended

Jan. 31, 2026

Derivative Financial Instruments [Abstract]

Schedule of Components of Company’s Derivative Liabilities

The following tables summarize the components of the Company’s derivative liabilities and linked common shares as of January 31, 2026 and October 31, 2025 and the amounts that were reflected in operations related to derivatives for the period ended:

		January 31, 2026
The financings giving rise to derivative financial instruments		Indexed Shares				Fair Values
Embedded derivative liability			3,024,705			$	228,759
Warrant derivative liability			330,000				269,931
Total			3,354,705			$	498,690

		October 31, 2025
The financings giving rise to derivative financial instruments		Indexed Shares				Fair Values
Embedded derivative liability			393,717			$	39,543
Total			393,717			$	39,543

Schedule of Gain (Loss) Changes in Fair Values of the Derivative Financial Instruments

The following table summarizes the effects on the Company’s loss associated with changes in the fair values of the derivative financial instruments by type of financing for the three months ended January 31, 2026 and 2025:

		For the Three months Ended
		January 31, 2026				January 31, 2025
Embedded derivative liability		$	8,166			$	-
Warrant derivative liability			(196,958	)			-
Total gain (loss)		$	(188,792	)		$	-

Fair Value Measurement Inputs and Valuation Techniques [Table Text Block]

Significant range of inputs and results arising from the Lattice Model process are as follows for the embedded derivatives that have been bifurcated from the convertible notes and classified in liabilities:

			Inception				Period Ended
			Dates Note				January 31, 2026
Underlying price on valuation date		$	0.31 - 1.03			$	0.31 - 0.44
Effective contractual conversion rates		$	0.25 - 0.88			$	0.25 - 0.39
Contractual term to maturity			0.49 - 1.00 years				0.07 - 0.95 years
Market volatility:
Volatility			20.03 - 26.90	%			18.11 - 24.17	%
Risk-adjusted interest rate			3.53 - 4.06	%			3.48 - 3.75	%

The warrant fair value was calculated using the Black-Scholes option pricing model using the following inputs:

		Inception				Period Ended
		Dates Note				January 31, 2026
Underlying price on valuation date		$	0.60			$	1.23
Effective contractual conversion rates		$	0.50			$	0.50
Contractual term to maturity			5.00 years				4.96 years
Market volatility:
Volatility			23.36	%			23.30	%
Risk-adjusted interest rate			3.72	%			3.78	%

Schedule of Embedded Derivative and Changes in Fair Value Inputs

The following table reflects the issuances of derivatives and changes in fair value inputs and assumptions related to the derivatives for the three months ended January 31, 2026.

		January 31, 2026
Balances at beginning of period		$	39,543
Issuances:
Embedded derivatives			197,382
Warrant derivatives			72,973
Changes in fair value inputs and assumptions reflected in income			188,792
Balances at end of period		$	498,690