Research Principles

Effective: July 22, 2026 Last updated: July 22, 2026

This document sets out the research principles of TVIEW LAB (the "Company"), a service operated by VIBE MAKER. Every piece of research, strategy data, report, indicator analysis, and newsletter that the Company publishes is produced, verified, and released according to these principles.

This document is not a contract. It is an official statement of how we think about research and how we work. The legal terms governing use of the Service are set out in the Terms of Service; the nature of the Service and the limits of the Company's responsibility are set out in the Disclaimer; investment-related risks are set out in the Risk Disclosure.

§1. Our mission

We do not predict markets.

We do not tell users when to buy or sell.

We do not make investment decisions on behalf of any user.

We research the evidence behind better investment decisions.

The Company's mission is to accumulate objective data and verifiable analysis on markets, assets, strategies, and indicators, and to publish that work in a form users can act on with their own judgment. We are not in the business of selling predictions. We are in the business of organizing evidence.

§2. What we do not do

The Company does not do the following:

Investment advice: We do not provide individualized advice based on any user's financial situation, investment objectives, or risk tolerance.
Investment solicitation: We do not recommend or induce the purchase, sale, or holding of any specific financial instrument.
Buy recommendations: We do not issue buy instructions or buy signals for any specific security or asset.
Sell recommendations: We do not issue sell instructions or sell signals for any specific security or asset.
Return guarantees: We do not guarantee or promise any level of return, win rate, or loss prevention, in any form.
Market forecasts: We do not offer predictions or definitive outlooks on the future price or direction of any specific market or asset.

No report, indicator, or backtest a user encounters through our Service falls into any of the categories above. Everything we publish is the Company's own observation and verification of the market. The legal nature of our content is set out in the Disclaimer.

§3. What we do

The Company does the following:

Strategy data research: We investigate and verify the logic, rules, parameters, and implementation of trading strategies.
Backtesting: We measure the statistical performance and limits of strategies against historical market data.
Market data analysis: We analyze price, volume, volatility, correlation, and other market data, and publish what we observe.
Risk analysis: We identify and document the risk factors that apply to strategies, assets, and market conditions.
Strategy comparison: We compare different strategies, indicators, and parameter sets under identical conditions.
Verifiable research: We publish the methodology, data, assumptions, and limitations behind our work so that third parties can review the results.
Objective data: We give priority to data and observation over opinion.
Structured findings: We turn complex market data into strategy data and reports that a reader can understand and use.

Everything we publish is an output of the work above. It is reference material for users forming their own view of the market and making their own decisions.

§4. Research principles

Our research is conducted according to the following principles:

Reproducibility: The analysis and statistics we publish are documented so that a third party can reproduce the result using the specified data, period, and methodology.
Verifiability: We publish the reasoning and assumptions that lead to our conclusions so that the results can be checked.
Transparency: We do not hide data sources, processing steps, limitations, or exceptions.
Objectivity: We present data separately from interpretation so that our opinions do not distort the underlying evidence.
Consistency: We apply the same methodology to the same kind of analysis. When we change methodology, we disclose the reason and the scope of the change.
Attribution: When we cite third-party data, references, or images, we credit the source and use them within the limits of applicable law.
Disclosure of limits: Every research effort is constrained by its data range, market environment, and methodology. We publish the applicable limits alongside the results.

We recognize that chance, sample idiosyncrasies, and observer bias can distort results, and we work continuously on improving our methodology.

§5. Backtesting principles

Our backtests follow these principles:

Avoid overfitting: We do not tune parameters so that they fit only a specific in-sample window. We publish the basis for our parameter choices and the performance under alternative conditions.
Minimize survivorship bias: We include delisted or discontinued instruments and data wherever feasible, and note where survivorship bias may still be present.
Prevent look-ahead bias: We manage data timing strictly so that information that would not have been known at the time of the trade does not leak into results.
Like-for-like comparison: When we compare strategies, parameters, or indicators, we hold the data period, asset universe, trading costs, and resampling method constant.
Limits of past performance: A backtest result is the past performance of a strategy under a specific set of conditions. As market environment, participant mix, and liquidity change, the same result cannot be assumed to repeat in the future. We publish this limit alongside the result.

The difference between a backtest and live execution — slippage, liquidity, and market impact — is covered in more detail in Risk Disclosure §6 (Backtest risk).

§6. Strategy data principles

The "Strategy Data" the Company publishes and provides through the Service includes, but is not limited to:

Pine Script, custom indicators, and strategy scripts
Strategy logic, entry/exit rules, and risk management rules
Parameter sets and optimization results
Backtest results, performance metrics, and datasets
Research reports, market analysis, and magazine articles
Chart images, visualizations, and diagrams
Methodology documents, verification logs, and revision history

Strategy Data is the output of the Company's research. It is published under the following conditions:

The methodology, assumptions, and data conditions are published alongside it.
Performance metrics must be interpreted with their conditions, not as absolute values.
The Company does not guarantee that the data can be applied to live trading as-is.
Usage rights, redistribution, resale, and automated processing of Strategy Data are governed by the Intellectual Property Policy.

§7. Managing conflicts of interest

The Company preserves the independence of its research through the following principles:

Separation of advertising and research: Any content paid for by advertising or sponsorship is clearly labeled as such and visually and contextually separated from the Company's own research.
Sponsorship disclosure: Where a compensated relationship exists with any broker, exchange, data provider, software product, or product, that relationship is disclosed on the relevant content.
Author interest disclosure: Where an author or the Company holds a material interest in a specific security or asset, that interest is disclosed on the relevant content.
Editorial independence: Requests from advertisers, sponsors, or partners do not influence the Company's editorial decisions.

If a user or a third party identifies a conflict of interest that has not been disclosed, please let us know via the Contact page.

§8. Our commitments to users

The Company commits to the following:

Objectivity: We present our judgment and the underlying data separately, so that users can form their own view from the evidence rather than from our opinion.
Continuous improvement: We work continuously on improving our methodology, data processing, and statistical methods. Where an improvement changes existing content, we publish the scope and the reason.
Correction of errors: When errors or inaccuracies are found in published content, we correct them promptly and record the correction on the content itself.
Transparent notice: Changes to methodology, data, or service policy are communicated to users in advance or after the fact through channels where they can be verified.
Explicit limits: We state on the content what our research does not cover, what we cannot know, and which assumptions have not been verified.
Response to inquiries: We respond in good faith to user inquiries about methodology, data, and results.

Users may treat our content as reference material. Actual investment decisions and their outcomes remain with the user. Further detail is set out in the Disclaimer and the Risk Disclosure.

§9. Research is subject to change

Where new data, methodology, or verification produces a conclusion that differs from prior research, the Company may amend or withdraw prior research.

Changes to research are part of the research process, not evidence of failure. We manage them under the following principles:

Publish the history: We publish the reason and scope of amendments and withdrawals to the extent feasible.
Reflect methodology improvements: When methodology improves, we work to publish both the new result and the difference from the prior result.
Correct errors: Errors are corrected promptly, with the correction recorded on the original content.
Withdraw explicitly: When we no longer consider a piece of research valid, we state so.

This willingness to revise reflects our principle: we prioritize the continued verification of the evidence over the finality of any single conclusion.

Contact

Business name: VIBE MAKER
Service: TVIEW LAB
Website: https://tviewlab.com
Contact: tviewlab@gmail.com
Business registration no.: 850-38-01085
E-commerce registration no.: 2026-Seoul-Gwanak-1164
Address: 1921-1 Nambusunhwan-ro, 401-A4, Gwanak-gu, Seoul, Republic of Korea
Phone: +82-504-2011-0469

Research Principles

Effective: July 22, 2026 Last updated: July 22, 2026

§1. Our mission

We do not predict markets.

We do not tell users when to buy or sell.

We do not make investment decisions on behalf of any user.

We research the evidence behind better investment decisions.

§2. What we do not do

The Company does not do the following:

Investment advice: We do not provide individualized advice based on any user's financial situation, investment objectives, or risk tolerance.
Investment solicitation: We do not recommend or induce the purchase, sale, or holding of any specific financial instrument.
Buy recommendations: We do not issue buy instructions or buy signals for any specific security or asset.
Sell recommendations: We do not issue sell instructions or sell signals for any specific security or asset.
Return guarantees: We do not guarantee or promise any level of return, win rate, or loss prevention, in any form.
Market forecasts: We do not offer predictions or definitive outlooks on the future price or direction of any specific market or asset.

§3. What we do

The Company does the following:

Strategy data research: We investigate and verify the logic, rules, parameters, and implementation of trading strategies.
Backtesting: We measure the statistical performance and limits of strategies against historical market data.
Market data analysis: We analyze price, volume, volatility, correlation, and other market data, and publish what we observe.
Risk analysis: We identify and document the risk factors that apply to strategies, assets, and market conditions.
Strategy comparison: We compare different strategies, indicators, and parameter sets under identical conditions.
Verifiable research: We publish the methodology, data, assumptions, and limitations behind our work so that third parties can review the results.
Objective data: We give priority to data and observation over opinion.
Structured findings: We turn complex market data into strategy data and reports that a reader can understand and use.

Everything we publish is an output of the work above. It is reference material for users forming their own view of the market and making their own decisions.

§4. Research principles

Our research is conducted according to the following principles:

Reproducibility: The analysis and statistics we publish are documented so that a third party can reproduce the result using the specified data, period, and methodology.
Verifiability: We publish the reasoning and assumptions that lead to our conclusions so that the results can be checked.
Transparency: We do not hide data sources, processing steps, limitations, or exceptions.
Objectivity: We present data separately from interpretation so that our opinions do not distort the underlying evidence.
Consistency: We apply the same methodology to the same kind of analysis. When we change methodology, we disclose the reason and the scope of the change.
Attribution: When we cite third-party data, references, or images, we credit the source and use them within the limits of applicable law.
Disclosure of limits: Every research effort is constrained by its data range, market environment, and methodology. We publish the applicable limits alongside the results.

We recognize that chance, sample idiosyncrasies, and observer bias can distort results, and we work continuously on improving our methodology.

§5. Backtesting principles

Our backtests follow these principles:

Avoid overfitting: We do not tune parameters so that they fit only a specific in-sample window. We publish the basis for our parameter choices and the performance under alternative conditions.
Minimize survivorship bias: We include delisted or discontinued instruments and data wherever feasible, and note where survivorship bias may still be present.
Prevent look-ahead bias: We manage data timing strictly so that information that would not have been known at the time of the trade does not leak into results.
Like-for-like comparison: When we compare strategies, parameters, or indicators, we hold the data period, asset universe, trading costs, and resampling method constant.
Limits of past performance: A backtest result is the past performance of a strategy under a specific set of conditions. As market environment, participant mix, and liquidity change, the same result cannot be assumed to repeat in the future. We publish this limit alongside the result.

The difference between a backtest and live execution — slippage, liquidity, and market impact — is covered in more detail in Risk Disclosure §6 (Backtest risk).

§6. Strategy data principles

The "Strategy Data" the Company publishes and provides through the Service includes, but is not limited to:

Pine Script, custom indicators, and strategy scripts
Strategy logic, entry/exit rules, and risk management rules
Parameter sets and optimization results
Backtest results, performance metrics, and datasets
Research reports, market analysis, and magazine articles
Chart images, visualizations, and diagrams
Methodology documents, verification logs, and revision history

Strategy Data is the output of the Company's research. It is published under the following conditions:

The methodology, assumptions, and data conditions are published alongside it.
Performance metrics must be interpreted with their conditions, not as absolute values.
The Company does not guarantee that the data can be applied to live trading as-is.
Usage rights, redistribution, resale, and automated processing of Strategy Data are governed by the Intellectual Property Policy.

§7. Managing conflicts of interest

The Company preserves the independence of its research through the following principles:

Separation of advertising and research: Any content paid for by advertising or sponsorship is clearly labeled as such and visually and contextually separated from the Company's own research.
Sponsorship disclosure: Where a compensated relationship exists with any broker, exchange, data provider, software product, or product, that relationship is disclosed on the relevant content.
Author interest disclosure: Where an author or the Company holds a material interest in a specific security or asset, that interest is disclosed on the relevant content.
Editorial independence: Requests from advertisers, sponsors, or partners do not influence the Company's editorial decisions.

If a user or a third party identifies a conflict of interest that has not been disclosed, please let us know via the Contact page.

§8. Our commitments to users

The Company commits to the following:

Objectivity: We present our judgment and the underlying data separately, so that users can form their own view from the evidence rather than from our opinion.
Continuous improvement: We work continuously on improving our methodology, data processing, and statistical methods. Where an improvement changes existing content, we publish the scope and the reason.
Correction of errors: When errors or inaccuracies are found in published content, we correct them promptly and record the correction on the content itself.
Transparent notice: Changes to methodology, data, or service policy are communicated to users in advance or after the fact through channels where they can be verified.
Explicit limits: We state on the content what our research does not cover, what we cannot know, and which assumptions have not been verified.
Response to inquiries: We respond in good faith to user inquiries about methodology, data, and results.

Users may treat our content as reference material. Actual investment decisions and their outcomes remain with the user. Further detail is set out in the Disclaimer and the Risk Disclosure.

§9. Research is subject to change

Where new data, methodology, or verification produces a conclusion that differs from prior research, the Company may amend or withdraw prior research.

Changes to research are part of the research process, not evidence of failure. We manage them under the following principles:

Publish the history: We publish the reason and scope of amendments and withdrawals to the extent feasible.
Reflect methodology improvements: When methodology improves, we work to publish both the new result and the difference from the prior result.
Correct errors: Errors are corrected promptly, with the correction recorded on the original content.
Withdraw explicitly: When we no longer consider a piece of research valid, we state so.

This willingness to revise reflects our principle: we prioritize the continued verification of the evidence over the finality of any single conclusion.

Contact

Business name: VIBE MAKER
Service: TVIEW LAB
Website: https://tviewlab.com
Contact: tviewlab@gmail.com
Business registration no.: 850-38-01085
E-commerce registration no.: 2026-Seoul-Gwanak-1164
Address: 1921-1 Nambusunhwan-ro, 401-A4, Gwanak-gu, Seoul, Republic of Korea
Phone: +82-504-2011-0469

Research Principles

§1. Our mission

§2. What we do not do

§3. What we do

§4. Research principles

§5. Backtesting principles

§6. Strategy data principles

§7. Managing conflicts of interest

§8. Our commitments to users

§9. Research is subject to change

Related documents

Contact

Research Principles

§1. Our mission

§2. What we do not do

§3. What we do

§4. Research principles

§5. Backtesting principles

§6. Strategy data principles

§7. Managing conflicts of interest

§8. Our commitments to users

§9. Research is subject to change

Related documents

Contact