Munnings executed a number of canvases from the 1930s onwards that depict strings of horses exercising on Warren Hill at Newmarket. The frieze format of the compositions gives them an almost sculptural quality that perhaps recalls his early days as a student at the Norwich School of Art where pupils would draw from plaster casts of the Elgin Marbles. Coming off the Heath, Warren Hill, Newmarket was painted in 1932, when these horses were being trained by Frank Butters. Butters and Munnings had been students togther, as young men, at Framlingham College, near Newmarket and the friendship had endured.
The horses portrayed in this composition include the Aga Khan's bay colt, Felicitation, by Colorado out of Felicita; Sir Alfred Butt's chestnut colt, Lucky Patch, by Spion Kop out of Enrichment'; Sir Alfred Butt's grey gelding, Sea Monarch, by Grey Admiral out of Freedom with Dan Vanse, the head lad up; the Aga Khan's bay colt Umidwar by Blandford out of Uganda; Mr. Esmond Harmsworth's grey colt, Master Vere, by Felstead out of Tetranella. A later version of this composition, dated 1949, is in the collection of the Sir Alfred Munnings Art Museum.