The Old Waldorf-Astoria Bar Book by Albert Stevens Crockett (1935, p.39)

1 dashbrandy base
1 ponyKirschwasser — Kirschwasserbase
1 ponycoffee — Serve in a claret glass.dilution
  1. Build the kirschwasser, brandy, and coffee in a claret glass.
  2. Serve at once.

Crockett notes the knockout effect suggested by the name.