Source: 18th Battalion Nominal Roll, April 1915.
Find-A-Grave
It appears that this soldier was travelling in Indiana and suffered from amnesia. The news clippings below give some context to the police documents below them. The police were contacting the Canadian authorities in hopes of establishing a true identity of this man. Thanks to Kristen Den Hartog for her work in finding these articles.
History of the 18th Battalion CEF, "The Fighting Eighteenth" 