The quinquennial Neronia was a massive Greek-style festival created by Nero. The festival was in three parts. The first was music, oratory and poetry, the second was gymnastics, and the third was riding. It was held twice—once in 60 and once in 65
These games followed a tradition set by Julius Caesar and Augustus of having celebratory games to mark the anniversary of their reign.
Timing of the quinquennial Neronia has puzzled historians. "Quinquennial" literally means "every five" but in practice means every four. Romans counted things inclusively. So between 1 and 5, there are 4 years. Additionally, being a Greek festival, a four-year cycle is consistent with customs.
Yet, the quinquennial Neronia took place in 60, 6 years after Nero's rise to power in 54 and then again in 65, 5 years after that.
The quinquennial Neronia is mentioned in Suetonius, The Lives of Twelve Caesars Life of Nero 12 and The Lives of the Poets Life of Lucanus, Tacitus, Annals XIV.20 and XVI.2, and Cassius Dio, Roman History LXI.21.