NVDA
NVIDIA CORP — Seasonality Algorithms and Portfolio Optimization
Analyze on Horaizon App+9.53%
BEST HISTORICAL MONTH
May
Average win rate of 64% over the last 28 years. Strong historical bullish trend in this period.
-1.71%
WORST HISTORICAL MONTH
June
Negative average return with a win rate of 46% over 28 years. Historically characterized by weakness.
88/100
QUANTITATIVE ANALYSIS
Robusta
Statistical validation completed with high confidence. Profitability and robustness tested over 12-month out-of-sample windows.
The Limit of Monthly Reports: Did you know you can do better?
The historical aggregate tables below show overall monthly performance. However, markets do not move in 30-day blocks. Entering and exiting on specific days of the same month (e.g. from day 12 to day 24) can significantly increase returns and reduce drawdowns.
Discover exact daily precision with seasonality windows inside the Horaizon app.Monthly Seasonality Table
Historical data based on a horizon of up to 15 years of trading.
| MONTH | WIN RATE | AVG RETURN | PROFIT FACTOR | TOTAL RETURN | YEARS |
|---|---|---|---|---|---|
January | 36% | +2.84% | 1.47 | +79.57% | 28 |
February | 61% | +5.56% | 2.86 | +155.62% | 28 |
March | 54% | +4.43% | 2.27 | +124.08% | 28 |
April | 46% | +0.95% | 1.21 | +26.66% | 28 |
May | 64% | +9.53% | 3.46 | +266.97% | 28 |
June | 46% | -1.71% | 0.75 | -47.85% | 28 |
July | 57% | -0.95% | 0.84 | -26.55% | 28 |
August | 81% | +7.79% | 4.74 | +210.35% | 27 |
September | 56% | -0.25% | 0.95 | -6.83% | 27 |
October | 59% | +6.29% | 2.38 | +169.77% | 27 |
November | 74% | +7.97% | 3.06 | +215.10% | 27 |
December | 59% | +3.15% | 1.69 | +85.05% | 27 |
Why Choose the Horaizon Platform?
Quant Seasonality Engine
Instantly scan thousands of assets including Stocks, ETFs, Commodities, and Crypto to find the most stable seasonal configurations.
Walk-Forward (WFA) Validation
Validate your strategy on real out-of-sample data. Avoid overfitting errors and ensure seasonality works in the future.
Automatic Optimization
Combine individual assets into diversified portfolios. Our algorithm optimizes weights to reduce overall volatility and drawdowns.