v3.26.1
SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES (Tables)
6 Months Ended
Mar. 31, 2026
Accounting Policies [Abstract]  
SCHEDULE OF FAIR VALUE HIERARCHY MEASURED AT RECURRING BASIS

As of March 31, 2026 and September 30, 2025 the following table represents the Company’s fair value hierarchy for items that are required to be measured at fair value on a recurring basis:

 

March 31, 2026  Level 1   Level 2   Level 3 
Investment Securities (Related Party)   -     -    $0 
Derivative Liability   -     -    $1,278,763 

 

September 30, 2025  Level 1   Level 2   Level 3 
Investment Securities (Related Party)   -     -    $0 
Derivative Liability   -     -    $2,079,618 
SCHEDULE OF DERIVATIVE LIABILITY ON CONVERTIBLE NOTES USING BLACK SCHOLES PRICING MODEL

The Black Scholes pricing model used to determine the Derivative Liability on convertible notes issued by the Company in which an embedded derivative is recognized as of March 31, 2026 utilized the following inputs:

 SCHEDULE OF DERIVATIVE LIABILITY ON CONVERTIBLE NOTES USING BLACK SCHOLES PRICING MODEL 

Schedule of Derivative liability    
Risk Free Interest Rate   3.68%
Expected Term   0.25 – (0) Yrs 
Expected Volatility   1200.19%
Expected Dividends   0