The feast of the Most Holy Trinity is the ultimate feast. We have feasts for saints and blessed, feasts for the Blessed Virgin, feasts for Jesus; but there is only one for God. Moreover, this feast is not connected to any historical event but is based purely on doctrine.
Over time the Trinity has revealed itself to the human race. In the Old Testament God the Father revealed himself to the Israelites. In the New Testament, Jesus, the Son of the Father, revealed himself to the Jews. At Pentecost the Holy Spirit revealed himself to the apostles. The Holy Spirit animated the early Church and continues to animate the Church today.
Today we experience the Trinity in our own lives. We have experienced the love of God the Father in creation; we have experienced Christ in the Eucharist; and we have experienced the fellowship of the Holy Spirit among us in the Church. Every time we make the sign of the cross, we profess our belief in the Trinity.