As the legend goes, when the people of Gulpilhares were planning to build a chapel in honour of Senhor da Pedra, in a place known for its festivities, a certain light would often be seen shining over the rocks by the sea. Every night, that mysterious light would reappear, making the residents believe it was a sign from heaven. For this reason, they gave up on the idea of building the chapel on the previously assigned place, and decided to build it where the light used to appear – that is, on top of a rock by the sea. On that rock, behind the chapel, there is a mark recorded on the terrain similar to an ox hoof. The residents of the town believe it’s made by the same type of ox that warmed baby Jesus.