I've been doing these 3D Penrose triangles for some time, and I find the visual effect mesmerizing, especially when viewed head-on. To enhance the illusion, I recommend mounting the triangle at the base of a picture frame, which helps to accentuate the forced perspective. They sell thick frames at different craft stores - here is one from Amazon - Unlike traditional Penrose triangles that are limited to a single viewing angle, this can be admired from a few other perspectives.
This was inspired by an actual statue out in Belgium, where the triangle is curved in order to replicate the effect. Here is the statue by Mathiew Hamaekers - once he created the illusion back in 1997, others played with similar models.
If you want to add even more to the effect, try smoothing the edges. I chose not to do so for this iteration to avoid discrepancies between the model and its photographs. I want to make sure that what you see is what you get. Even then, the illusion still works.