The passage that comes to mind for me whenever this idea comes up, from the Brett version of the Holmes story "The Dancing Men":
H: So, Watson.
W: Hmm.
H: You do not propose to invest in South African securities?
W: How on earth do you know that?
H: Now, confess, you are utterly taken aback.
W: I am!
H: I should make you sign a paper to that effect.
W: Why?
H: Because in a few minutes you will say it is all so absurdly simple.
W: I should say nothing of the kind!
H: You see, my dear Watson, it is not really difficult to construct a series of inferences, each dependent upon its predecessor and each simple in itself. If, after doing so, one simply knocks out the central inferences and presents one's audience with the starting point and the conclusion, one may produce a startling, though possibly a meretricious, effect.
H: I can tell by an inspection of the groove between your left forefinger and thumb, that you have decided not to invest your small capital in the gold fields.
W: I can see no connection.
H: Very likely not; but I can quickly give you a close connection.
H: Here are the missing links in the very simple chain: You had chalk between your forefinger and thumb when you returned from the club last night. You put chalk there when you play billiards, to ease the cue. You never play billiards except with Thurston. Now, Thurston, you told me, four weeks ago, had an option on some South African security which expired in a month, and which he desired you to share with him. Your checkbook is locked in my drawer, and you have not asked for the key. So, you do not propose to invest your money in that manner.
W: How absurdly simple!
H: Quite so. Every problem is absurdly simple when it is explained to you.