About this legendary personage, mythicized by some and popularized by others, authors who have researched the topic do not agree on his curious personality and the exact origin of the festivity. The most commonly accepted version is based on the facts that are outlined below.

In the Muslim epoch, the population of Baza, like that of any other town in Al-Andalus, was an ethnic melting pot, coexistence being possible in every aspect, chiefly religious, giving rise to concentrations of similar groupings in the various suburbs.

One of them, which is reviewed in the Book of Distribution, as Churra or Churriana, had been settled by Christians since the times of the Saracen conquest and corresponded to the area where nowadays the convent of the Franciscan Fathers is located, bordering on that of Algelid (Plaza de San Juan) and Razalov.

Around the year 715, Basilio, being the Bishop of Baza, the town was handed over to Arab rule. The Christians, known as mixtiarabs and later Mozarabs managed to obtain permission to live under the law of Christ and maintain churches where they could celebrate the divine offices, even at the expense of excessive levies and taxes and other tyrannies. Time went by and there are only accounts of the existence of two Mozarabic bishops who governed the church in Baza; Juan, who rules around the year 862 and Servando, who did so around the year 988, both chosen by the Metropolitan of Toledo.

Christians continued to live under these circumstances until the Almohads emerged around the 1151, who, wanting to erase any reference to the name of Christ, banned the election of new Bishops, persecuting Christians with unparalleled brutality and destroying their temples. In some of them the Mozarab population was held prisoner.

This was the case of the Mozarabic shrine built in the suburb of Churra, on whose ruins the surrender was signed between the victorious Catholic King and the defeated leader of Baza Cid-Hiaya al-Nayar, on 4 December 1489. It is possible that the Mozarab population held in the temple hid the image, which was later known by the name of Mercy, in its walls around the year 1175.

One of the knights who accompanied Ferdinand the Catholic in his struggle against the Moors and who was present at the siege of Baza, was D.Luis de Acuña Herrera, Lord of the Town of Agromonte and professed Knight of the Order of Santiago, who led by his profound and deep-rooted religious fervour, founded the Church of Mercy, and decided to erect it, with royal assent, on the most significant and historical site in Baza; the razed Mozarabic Church. Some writers are of the opinion that the founder was D. Martín de Acuña, but on considering documentary evidence of its existence its attribution to the former seems more likely.

The reason for choosing that Holy place for its construction may be for two reasons: on the one hand, that there are accounts of the existence of a hidden image and on the other, to make use of the building work which remained of the semi-demolished Christian temple. What is certain is that, whether to lay the new foundations of the House of God or to make good the existing walls, many labourers were employed, among whom was one of Guadix origin called Juan Pedernal.

It was in the first few months of 1490, the building work on the church we are concerned with was being started, and it was when the worker from Guadix, while chipping away valiantly in the demolition of some plasterwork, was surprised to hear come from the cavity a soft and woeful voice which seemed to come from the depths of the earth and which said "HAVE MERCY!".

Faced with this unusual case, the workman from Guadix ran to tell his fellow workers. The news spread like wildfire and came to the attention of D.Luis de Acuña, who rushed to the scene of the miraculous finding, accompanied by multitudinous groups of people who had heard tell of the miracle.

He ordered that they remove the image from the hollow, which would be called from then on Our Lady of Mercy, in allusion to the expression. The image showed a slight scratch on the cheek caused by the pickaxe of that workman. The image is difficult to classify due to its rough workmanship, as well as the numerous touching up it was subjected to over the years. From a formal point of view we cannot pinpoint its belonging to Romanesque, the style to which it would have belonged when according to tradition it was hidden. In any event there appears to be evidence of its belonging to the Gothic-Renaissance period which would correspond to the epoch in which it appeared.

It was ordered that four candles be brought from the Church of St. John (an ancient minor mosque) to illuminate the small image, which had been placed on a provisional altar built with rubble from the building works. This custom of the candles has come down through the centuries to our times.

The fact that the person who found it was born in Guadix, gave rise to serious commotion among the labourers, fierce outbursts broke out among them, over possession of the Icon of the Mary. Commotions and outbursts which involved the authorities of the two towns, to the extent that the courts had to intervene at the time, until eventually a solution could be found which was satisfactory to both parties, leaving ownership and property to Baza and the right to hold annual religious festivities on 8 September, festivity of the Virgin of Mercy, to the Chapter of Guadix. And so that there would always be mention of the right of the people of Guadix, it was agreed that said festivities should be held in her honour.

The people of Guadix, exercising their agreed right, came in pilgrimage along the Herradura road, the only one in existence, to celebrate the religious festivities being within their right to do so. The motley retinue - Lord Mayor, aldermen, Chapter, minor noblemen and servants - went to Baza with evident delight, because it was yet another orgy of the many held by those gentlemen who came after the medieval folk. They were accompanied, as was de rigueur in those times amongst the very wealthy, by a buffoon, a small person and usually plain, whose crucial mission was to entertain their lordships with incisive jokes and nonsense, along the way between the two towns.

It is thought that this buffoon was the precursor of present-day Cascamorras because with the proven presence of the inhabitants of Baza in San Pedro Mártir, to await the large following which came to celebrate the religious service in honour of the Virgin, it is natural to think that the servant would become irritated with the pranks of the youngsters and the incessant laughter of the youths who had turned out to meet him.

It is possible that he should defend himself from such mockery with bladders tied to a stick. It is understandable that whether in jest or in earnest he should express the desire to carry off the beautiful image to Guadix, which would produce indignation in the people of Baza, who for so saying would play irksome jokes or start other sort of actions.

And thus it would be repeated year after year, until once the unfortunate buffoon disappeared, he was replaced by a Christian who, in honour of his Virgin, was to promise at some difficult period of his life to perpetuate the secular tradition of claiming the sacred image.

Some authors link the figure of "Cascamorras" to personages of Greek culture called "pharmakois" and other similar Roman ones who throughout history have survived and been transmitted through other cultures and who have been admitted by different religions, amongst them, Christianity. According to this theory the Christian Church had included certain pagan festivities from Greek or Roman culture and adapted them to its calendar of feast days in order to facilitate the inclusion of Mozarabs and other religions into the faith of Christ. Even etymologically the word Cascamorras is linked to Latin in several meanings which were described by Caro Baroja and other scholars.

This would explain the points in common which this figure possesses with other fiestas, dances and celebrations which appear across the country especially in the North, even in the South. But said statements despite the existence of certain coincidences are not supported by any documentary evidence and many lacunae exist.

Likewise, over the ages and on occasions fed by popular imagination more than by historical rigor, other origins have been put forward for the festivity. Juan Pedernal too has had several trades attributed to him, even of being the first Cascamorras, which is not backed by any documentary evidence either.