What Is Monsoon Weather?
In July the subtropical ridge normally migrates northward with its center located over west Texas and New Mexico. This shifts the flow to east to southeasterly in the mid-atmosphere and often brings onshore flow from the Gulf of California, causing a dramatic rise in humidity and thunderstorm activity over northwest Mexico and southern Arizona. The shift begins, on average, around July 6 in southern Arizona — give or take a week. Monsoon conditions then migrate northward over the following weeks.
This is an excerpt from this website linked. Please click on it, for additional information about the monsoon.