My informant is my 74 year old grandmother, who is a language professor born and raised in Mexico City, and currently living and working there. She first used this proverb or saying with me when talking about something that can’t be fixed at all, “ni yendo bailar a Chalma” or “not even going to dance at Chalma”. Here’s her explanation when I asked her what Chalma is:
“Es un pueblito donde hay un santuario donde la gente va a rezar por milagros. Y allí hay un lugar donde unos señores tocan violincillo y donde la gente baila con flores en la cabeza para que les conceda el milagro. Y el señor de Chalma es un Cristo negro que esta allí bailando.”
“Y donde conociste eso de Chalma?”
“Todo el mundo se lo sabe!”
Translation: “It’s a little village where there’s a sanctuary where people go to pray for miracles. And there there’s a place where some men are playing little violins and where people dance with flowers on their heads so their miracle can come true. And the man of Chalma is a black Jesus that’s there dancing.”
“And where’d you learn this about Chalma?”
“Everyone knows it!”

The significance for my grandmother is relatively little, as she’s only been to Chalma as a tourist, but she knows of many people that have made pilgrimages to cure an ailing relative or themselves. The interesting thing about Chalma is that while it is a place people go to pray for miracles, traditionally, there’s also this often-used saying that dismisses it as an option. You can go pray and dance at Chalma if you want, but some things cannot be fixed not even going to dance at Chalma.