Arrival of God :

Once upon a time, the nine Goddesses once lived in the forests near the city of Bhaktapur. It so happened that once a priest came upon them as they were dancing their secret dance of creation. Pretending to worship them, he hypnotized the goddesses and locked them in a secret room in his house. Curious to know what was in the room, the priest's wife opened the door; and the goddesses rushed out in fury threatening to leave the city forever.The priest begged them to stay since their leaving would mean a disaster to the city. The goddesses agreed in a condition that every year, the people would perform a dance of the nava durga. A temple was built for them in the city ;the masks are kept in this temple for the Nava Durga dance in Dashain.

Thus, this tantrically-inspired Nava Durga Dance is organized between October-June, which is comprised of the city’s protectress deities, are the "only ones of their kinds" in Nepal.