DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

6 Months Ended

Apr. 30, 2026

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of derivative liabilities

Schedule of derivative liabilities
		April 30, 2026
The financings giving rise to derivative financial instruments		Indexed Shares				Fair Values
Embedded derivative liabilities			5,188,200			$	621,423
Total			5,188,200			$	621,423

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

Schedule of changes in the fair values of the derivative


		For the Three months Ended
		April 30, 2026				April 30, 2025
Embedded derivative liability		$	(8,644	)		$	–
Warrant derivative liability			(121,506	)			–
Total gain (loss)		$	(130,150	)		$	–

		For the Six months Ended
		April 30, 2026				April 30, 2025
Embedded derivative liability		$	(478	)		$	–
Warrant derivative liability			(318,464	)			–
Total gain (loss)		$	(318,942	)		$	–

Schedule of range of inputs from Lattice Model


		Inception Dates Note				Period Ended April 30, 2026
Underlying price on valuation date		$	0.33 - 1.03			$	$0.33 - 0.42
Effective contractual conversion rates		$	0.20 - 0.88			$	$0.20 - 0.36
Contractual term to maturity			0.49 - 1.00 years				0.13 - 0.70 years
Market volatility:
Volatility			20.47 - 26.90%				21.73 - 24.04%
Risk-adjusted interest rate			3.43 - 4.06%				3.71 - 3.76%

The detachable warrants issued with the convertible notes require derivative liability classification due to agreements containing a fundamental transaction clause which could require net cash settlement in certain situations. The warrant fair value was calculated using the Black-Scholes option pricing model using the following inputs:

		Inception
		Dates Note
Underlying price on valuation date		$	0.60
Effective contractual conversion rates		$	0.50
Contractual term to maturity			5.00 years
Market volatility:
Volatility			23.36%
Risk-adjusted interest rate			3.72%

Schedule of changes in fair value inputs


		April 30, 2026
Balances at beginning of period		$	39,543
Issuances:
Embedded derivatives			670,639
Warrant derivatives			72,973
Extinguishments:
Embedded derivatives			(89,237	)
Warrant derivatives			(391,437	)
Changes in fair value inputs and assumptions reflected in operations			318,942
Balances at end of period		$	621,423