Fair Value Measurements (Tables)

12 Months Ended

Dec. 31, 2025

Fair Value Measurements [Abstract]

Schedule of Changes in Level 3 Liabilities Measured at Fair Value

The following table presents the changes in the Level 3 measurement of the stock-based compensation liability at fair value for the year ended December 31, 2025. Both observable and unobservable inputs were used to determine the fair value of positions that the Company has classified within the Level 3 category.

	Stock-Based Compensation Liability
Balance as of December 31, 2024	$	-
Change in fair value - Capitalized Implementation Costs		76,671
Change in fair value - Software Expense		39,998
Settlement of Stock-Based Compensation Liability		(116,669	)
Balance as of December 31, 2025	$	-

The following table presents changes in the Level 3 measurement of the convertible debt at fair value for the year ended December 31, 2025. Both observable and unobservable inputs were used to determine the fair value of positions that the Company has classified within the Level 3 category.

	Convertible Debt
Balance as of December 4, 2025	$	3,727,014
Change in Fair Value		44,831
Balance as of December 31, 2025	$	3,771,845

The following table presents changes in the Level 3 measurement of the warrant liability at fair value for the year ended December 31, 2025. Both observable and unobservable inputs were used to determine the fair value of positions that the Company has classified within the Level 3 category.

	Warrant Liability
Balance as of December 4, 2025	$	5,341,589
Change in Fair Value		(1,354,543	)
Balance as of December 31, 2025	$	3,987,046

Schedule of Stock-Based Compensation Liability

The key inputs for the Monte Carlo simulation for the stock-based compensation liability as of May 12, 2025 were as follows:

Stock-Based Compensation Liability: Key Valuation Inputs*
Valuation Date Stock Price	$	0.59
Volatility		102	%
Risk-Free Rate		4.08	%
Credit Risk Adjusted Rate		13.90	%
Time period (years)		-

The key inputs for the PWERM for the Yorkville Convertible Note as of December 31, 2025 were as follows:

Convertible Debt: Key Valuation Inputs
Variable Weighted Average Price for Conversion	$	0.4041
Expected Stock Price at Conversion		0.4044
Volatility		87.55	%
Risk-Free Rate		3.48	%
Credit Risk Adjusted Rate		14.52	%
Discount Rate		18	%
Probability Merger occurs by March 31, 2026		90	%
Probability Merger does not occur by March 31, 2026		10	%

The key inputs for the Monte Carlo simulation for the Yorkville Warrant as of December 31, 2025 were as follows:

Warrant Liability: Key Valuation Inputs*
Valuation Date Stock Price	$	0.40
Volatility		87.55	%
Risk-Free Rate		3.55	%
Time period (years)		2.93

Schedule of Assets and Liabilities Measured at Fair Value on a Recurring Basis

The following table classifies the Company’s assets and liabilities measured at fair value on a recurring basis into the fair value hierarchy as of December 31, 2025:

	December 31, 2025
Assets	Fair Value		Level 1		Level 2		Level 3
Investment in Equity Securities	$	1,100,000	$	1,100,000	$	-	$	-
Total Assets	$	1,100,000	$	1,100,000	$	-	$	-
	December 31, 2025
Liabilities	Fair Value		Level 1		Level 2		Level 3
Yorkville Convertible Note	$	3,771,845	$	-	$	-	$	3,771,845
Yorkville Warrant	$	3,987,046	$	-	$	-	$	3,987,046
Total Liabilities	$	7,758,891	$	-	$	-	$	7,758,891