A pseudo-oval of a finite projective space over a finite field of odd order q is a configuration of equidimensional subspaces that is essentially equivalent to a translation generalised quadrangle of order (q n , q n ) and a Laguerre plane of order q n (for some n).In setting out a programme to construct new generalised quadrangles, Shult and Thas [17] asked whether there are pseudo-ovals consisting only of lines of an elliptic quadric Q − (5, q), non-equivalent to the classical example, a so-called pseudo-conic. To date, every known pseudo-oval of lines of Q − (5, q) is projectively equivalent to a pseudoconic. Thas [18] characterised pseudo-conics as pseudo-ovals satisfying the perspective * The research was supported by the Italian National Group for Algebraic and Geometric Structures and their Applications (GNSAGA-INdAM).property, and this paper is on characterisations of pseudo-conics from an algebraic combinatorial point of view. In particular, we show that pseudo-ovals in Q − (5, q) and pseudo-conics can be characterised as certain Delsarte designs of an interesting fiveclass association scheme. These association schemes are introduced and explored, and we provide a complete theory of how pseudo-ovals of lines of Q − (5, q) can be analysed from this viewpoint.