The Five Orange Pips by Arthur Conan Doyle, 1891
The magic trick:
Telling the reader four different times that this case is the most sinister case yet for Sherlock
Listen, I love Sherlock Holmes, but we have to be honest about this story – our favorite detective is absolutely one-hundred percent useless on this case. To recap at the risk of spoiling: Sherlock’s only efforts to solve the case involve some light research at the library; the client dies (I repeat, the client dies after being sent home by Sherlock in the middle of a thunderstorm) and the guilty parties are brought to “justice” only because their ship crashes in a storm.
Yep, totally and completely useless, Sherlock.
Still, I love this story. The five orange pips are a terrifically scary sign of doom. But the real key – and I highlight it now as the magic trick – is the way Doyle assures the reader that this story is exciting. It makes me laugh every time, and it really is one of the mainstays of Sherlock stories. Watson tells the reader from the start this case is awfully strange. Sherlock, then on three different occasions, tells Watson the sinister forces they are up against in this one are more sinister than any sinister forces they have ever encountered.
It’s a wonderful strategy, really, when you think about it. In lieu of actual plotting or suspense, just tell the reader that the story is really suspenseful. Sooner or later they will agree. And that’s quite a trick on Doyle’s part.
The selection:
Sherlock Holmes sat for some time in silence, with his head sunk forward and his eyes bent upon the red glow of the fire. Then he lit his pipe, and leaning back in his chair he watched the blue smoke-rings as they chased each other up to the ceiling.
“I think, Watson,” he remarked at last, “that of all our cases we have had none more fantastic than this.”
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Short Story Magic Tricks 
I read this story years ago and don’t remember many of the details you mention (e.g., the author plugging his own story four times) but I do remember and agree that “the five orange pips are a terrifically scary sign” – I may have to revisit this one. Thanks for stirring my memories (again).
The orange pips really scared me, too, as a kid for some reason.
Just discovered your blog and love it – such a brilliant concept! This post made me laugh! The five orange pips is a great story, but you’re right, Holmes isn’t much use
haha it really is true.. and thanks for the kind words!