[10] Known colloquially as the Foots, the troupe provided a nurturing environment in which Cox developed her stage presence, but life on the vaudeville circuit was trying for performers and workers alike.

Paul Oliver wrote, in The Story of the Blues, "The 'Foots' travelled in two cars and had an 80' x 110' tent which was raised by the roustabouts and canvassmen while a brass band would parade in town to advertise the coming of the show...The stage would be of boards on a folding frame and Coleman lanterns – gasoline mantle lamps – acted as footlights.

[citation needed] In 1927, she married Jesse "Tiny" Crump, a blues piano accompanist active on the Theater Owners Booking Association vaudeville circuit.

[12] Her commanding stage presence and expressive delivery earned Cox star billing, and by the early 1920s, she was regarded as one of the finest solo acts offered by the shows that travelled the Theater Owners Booking Association circuit.

In March 1922, a performance by Cox at the Beale Street Palace, in Memphis, Tennessee, was aired on radio station WMC with positive reviews, leading to exposure to a wider audience.

[15] For her numerous recording sessions, Paramount provided Cox with outstanding backup musicians, including the pianist Lovie Austin and her band, the Blues Serenaders, featuring Jimmy O'Bryant (clarinet) and Tommy Ladnier (cornet).

[16] During this period, Cox also recorded songs for other labels, including Broadway and Silvertone, using the pseudonyms Kate Lewis, Velma Bradley, Julia Powers, and Jane Smith.

By the end of the decade, the economic hardships of the Great Depression and the waning popularity of female blues singers made it difficult to maintain performances of the show, with frequent layoffs and gaps in its touring schedule.

[22] In 1939, she was invited to participate in the Carnegie Hall concert series From Spirituals to Swing produced by John Hammond[12] in which she sang " 'Fore Day Creep" with James P. Johnson (piano), Lester Young (tenor saxophone), Buck Clayton (trumpet), and Dicky Wells (trombone).

[8] Cox recorded for Vocalion in 1939 and Okeh in 1940 with bands that included Charlie Christian, Hot Lips Page, Red Allen, J. C. Higginbotham, Lionel Hampton.

She had a less powerful and less rugged voice than her better-known contemporaries Bessie Smith and Ma Rainey, but she held her audiences spellbound with the fiery spirit of her delivery.

[8] At the height of the classic female blues era, competition was stiff, with numerous talented blueswomen performing, and Cox's singing was only part of her act.

The independent spirit that governed Cox's life and career was a characteristic shared by many early blues stars, including Bessie Smith, Ma Rainey, Sippie Wallace, and Victoria Spivey.

[25] Through her raw and sharp lyricism, Cox in her songs described the complex social realities of poor and working class African Americans in the early twentieth century.