The Rocking Horse Winner, an indie rock band, was formed in Davie, Florida, in mid‑1999 by guitarist and keyboardist Henry Olmino, bassist Jeronimo Gomez, drummer Matthew Crum, and vocalist Jolie Lindholm, all former members of melodic hardcore band As Friends Rust. Their first self‑released extended play appeared that year, and Ohev Records compiled the EP tracks with new recordings into the debut album State of Feeling Concentration in 200; the album was later named the Best Local Album of the Past 12 Months by Miami New Times in 2001. The group signed with Equal Vision Records and released Horizon in 2002, which peaked at number 44 on the CMJ Radio 200 chart on July 9, 2002, and produced the single "Miss You" with a music video directed by Chris Irving. The band toured the United States, sharing stages with Dashboard Confessional, Coheed and Cambria, and the Blood Brothers, and performed at festivals such as Van’s Warped Tour and South by Southwest. In March 2003, the group cancelled remaining tour dates and announced its breakup in May.