Okay, well, the theory basically revolves around the fact that horses don't exist, they were invented by the KGB to trick weary travelers. When they would get on a horse that was given to them by an undercover agent they would be spied on by the fish, then the fish would radio the Kremlin
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GOOD JOB
"We're gonna build a wall...around the Joker...and the Joker's going to pay for it."
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And upon further review, I realize I missed that comment by a full day. X(