"I was following you, of course."
"Following me? I saw nobody."
"That is what you must expect to see when I am following you," said Sherlock Holmes.
Monsignor Knox cited this dialogue, along with the famous "dog in the night-time" passage, as an example of what he called "Sherlockismus." Nevertheless, the exchange isn't as well known as it deserves to be.
The great thing about Holmes's retort here is that it is so Sherlockian. It is the voice of a Master who knows he is a Master. We don't doubt for a nanosecond that what he says is true, nor do we think less of him for stating a truth.
Holmes may not be modest, but he is humble. Humility consists in honest recognition of one's abilities, not in false protestations that they don't exist.
This is also a nice reminder, if we needed any, that Holmes is no armchair detective, nor were his methods unique. He didn't eschew something as simple as following a suspect, but we can be quite confident that he did it better than anyone else -- especially Watson!
In what story does this priceless piece of dialogue take place?