Through a series of explorations, this article will demonstrate how the Kentucky Derby winning times dataset provides various opportunities for introductory and advanced topics, from data processing to model building. Although the final goal may be a prediction interval, the dataset is rich enough for it to appear in several places in an introductory or second course in statistics. After adjusting for the change in track length and track condition, winning speed has an interesting nonlinear trend, with one notable outlier. Student investigations can range from validating the phrase "the most exciting two minutes in sports" to predicting the winning speed of next year's race using parallel polynomial models.