Deuteronomy 17:15-16

15you will indeed set over yourselves a king, whom Adonai your God chooses. One from among your brothers will be appointed as king over you—you may not put a foreigner over you, who is not your brother.

16Only he should not multiply horses for himself or make the people return to Egypt to multiply horses, because Adonai has said to you, “You must never go back that way again.”