Calico Joe also made the cross country look easy, but Nicholson said he expected that from one of his more experienced mounts.
"It's been a great day for the sport. The weather conditions were ideal for riding cross country, the grounds are superb and the horses just love to gallop on it.''
Nicholson had promised he would be riding Quimbo like a ``hardened four-star performer with a chance of winning'', and he did just that.
But there were still challenges aplenty for others on the Derek di Grazia-designed cross country course. Of the 42 starters, seven were eliminated and five retired, including overnight leader William Fox-Pitt of Great Britain.
The showjumping tomorrow morning (NZT) will decide the winners and Nicholson said he expected Quimbo to do his job, although it was a discipline that sometimes challenged Calico Joe.
Sitting in third spot behind Nicholson's two horses is Buck Davidson Jnr (United States) on 45.2 penalty points and Fox-Pitt on 46.2, giving the Kiwi a rail in hand.
Nicholson's teammate Jonelle Richards and The Deputy are seventh in their first-ever Kentucky start, after also managing a clear cross country to sit on 55.1.
The Kentucky three-day event is the Western Hemisphere's only four-star three-day event. It features the world's best horses and riders vying for their share of US$250,000 in prize money.