It comes from a David Mamet play, and there's two con artists in the play, and the woman is conning the man, and the man looks at the woman and says, "Oh, you're a bad pony, I'm not going to bet on you."
See tuleb David Mameti näidendist, kus tegelasteks oli kaks suli ja nais-suli üritab meest lohku tõmmata mees vaatab naist ning ütleb, “Sa oled üks nurjatu poni, sinu  peale ma küll ei panustaks”