In Appleloosa, as ponies move about, the Cutie Mark Crusaders are excited to watch Applejack compete in the rodeo and there's so much to do. They could all get their cutie marks if they compete. Sweetie Belle doesn't think it's a good idea, fearing the danger of the events. The sheriff calls everyone together to make sure everyone sends the message to their most wanted criminal that they mean business. While Apple Bloom and Scootaloo are getting more excited, Sweetie Belle remains fearful but tags along anyway.
Behind barrels of hay, a dark shadow leaves behind a hoofprint. Meanwhile, Applejack and others put the last barrel of hay on top before Applejack stops to chat with Braeburn, whom is dealing with a hoof injury. When Applejack can't find the CMCs, she gives Braeburn an earful as he was supposed to watch them and instead was watching Applejack. However, the trio appear in no time at all, wearing new accessories. They agree not to wander off anymore but their conversation is cut short as the tower of hay collapses and Applejack saves the CMCs in the nick of time.

It's clear to the sheriff that their criminal is at it again as they find a hoofprint right near the hay, revealing their most wanted to be Trouble Shoes. Later, the sheriff calls everyone to a meeting and gets a mob scene instead so he gets things straightened out by doubling their forces and continuing the rodeo. However, the CMCs are not going any further and Applejack brings them to her house. She can't let the CMCs be out with a criminal running loose. However, Braeburn sends Applejack away agrees to watch over them (which means this is possibly a flashback).
We see how they got out as Braeburn sleeps and the CMCs escape through the window. Sweetie Belle is having regrets. Later, the group find another hoofprint but begin to lose track of where they are. Nevertheless, they press on even when a storm moves in. All three eventually agree to turn back but they don't know the way home. Elsewhere, Applejack returns inside with all the hay in place but Braeburn breaks the news that the CMCs escaped once again.
Inside, the sheriff and a few others have finished up a card game when Applejack and Braeburn rush in to explain the situation. While Applejack is convinced that Trouble Shoes did it, the sheriff, revealed as Sheriff Silver Star, believes otherwise until he considers the thought of taking chances to find out and ends up following them. In the forest, the CMCs are totally lost and the soaked ground can't hold up and sends them down a muddy river.
At the end of the river, they find a seemingly abandoned trailer and investigate. However, once inside, they aren't the only ones as a figure appears and ends up giving the trio a scare, which in turn gives the figure a scare and sends him all over the place, wrecking everything. When he stops and comes to, the trio find out he's Trouble Shoes and Apple Bloom helps him out by untying the ribbons around his legs. It doesn't make TS feel better and he ends up performing the banana peel gag which ends up sending him into a shelf where three bowling balls reside and takes three bumps to the head but it's nothing he didn't expect.
While he considers it bad luck, Apple Bloom isn't convinced, believing it's a result of clumsiness but TS shows them his cutie mark and believes it to be a symbol of bad luck. He advises them to leave but they don't know the way back so he agrees to help out as the storm passes. The trio discuss what to do next and tell TS not to go all the way back to Appleloosa. They ask about the rumors and TS shares a story. When it's over, Apple Bloom realizes the laughter was simply for enjoying the show not to make fun.
However, SSS and crew find TS but despite the CMCs protest, TS is taken away Back home, Applejack isn't convinced of their story and has to head off. In jail, TS is watching the rodeo and breaks another mattress before SSS decides to take a nap. Sweetie Belle takes the opportunity to snatch the keys with her magic before Apple Bloom dupes SSS into leaving his post. They find TS and are willing to show him how he'll live his dream. As Applejack and friends perform their hay stacking routine, TS appears dressed as a clown.

The last barrel is eventually put into place and it breaks the record. With the clowns taking over, it's time for TS to show the crowd his true nature. After some convincing, TS takes to the arena and not even Applejack's trophy draws their attention away but Applejack becomes curious at their sudden interest in rodeo. The crowd is in hysterics even when TS' pants fall down. However, TS gets too confident and unveils himself to the crowd, stopping the laughter.

Just when the crowd is about to lash out against him, the CMCs intercept to explain the story. TS backs them up. SSS is willing to accept most of the story but can't explain why TS would run off with the CMCs. The CMCs confess and end up clearing the mess TS made as punishment, regardless of their good deed.