Cravan left New York for Mexico on 1 September with a friend called Frost. Around this time in his letters to Loy, who remained in New York, he wrote that "I am only at my best when travelling" and that "hen I have to stay too long in the same place, I become almost imbecilic." Together Cravan and Frost hitchhiked north through Connecticut, Massachusetts, and Maine to Canada. After many failed attempts to sail from Nova Scotia to Newfoundland due to the Canadian authorities refusing their lack of papers, Frost became ill and Cravan boarded a schooner bound for Mexico alone.