NVDA Monthly Seasonality (1999–2026) — May, November & August Dominate (Explosive Edge)

NVDA monthly seasonality backtest (1M, 01.02.1999–02.02.2026) reveals a powerful statistical edge. May leads with 937.83% ROI (PF 4.43, Sharpe 7.90, 70.37% win rate), followed by November 680.67% (PF 3.66) and August 488.34% (PF 4.66, Sharpe 8.83). February also shows strong performance (472.33% ROI, 75% win rate). Weak months include July, September, and June with negative ROI and sub-1.0 profit factors. Full data breakdown, risk metrics, and volatility included — see which months historically drive NVDA returns and position accordingly.