The annual celebration has a long and storied history, having begun during the earliest years of the 20th Century. As the community and surrounding area changed during World War II, the annual celebration was sporadic and then discontinued. It was revived in 1973 by the Grand Bay Jaycees. Currently, it is sponsored by the Independent Order of Odd Fellows, Grand Bay Lodge #73 and Martha Rebekah Lodge #29, and is held at Grand Bay Festival Park.