That was a nice set of paints The Armory put out years ago.
I picked up mine in mid-1990 during my only visit to their premises outside Baltimore, Maryland.
They were great acrylic paints: charcoal black, brown, chestnut, bay, grey, off-white -- six different bottles as I recall.
I used up several of them, but the rest dried up in the bottles about halfway through.
Have you checked Army Painter? It is surprising nobody seems to package a set specifically intended for painting horseflesh.
Good luck on your WWI cavalry project -- I always thought the early war cavalry uniforms looked quite splendid!
