Soon he became a highwayman and, although he was arrested several times on charges of highway robbery, six of his cases were dismissed due to lack of evidence as witnesses were unable to identify Rann.

During one trial at Bow Street, while wearing an unusually large number of flowers in his coat and his irons decorated with blue ribbons, Rann reportedly addressed the presiding magistrate Sir John Fielding, saying "I know no more of the matter than you do or half as much" when he was asked if he had anything to say in his defence.

He was finally apprehended after robbing the chaplain of Princess Amelia near Brentford in 1774 and held in custody at Newgate Gaol, where he supposedly entertained seven women at a farewell dinner before his execution on 30 November.

Shortly before he was to be hanged, appearing in a specially made pea-green suit adorned with a large nosegay, he enjoyed cheerful banter with both the hangman and the crowd, then danced a jig, before being publicly executed at Tyburn at the age of 24.

Julius was renowned for his well turned-out grey carriage horses, one of which was taken by Rann to hold up the Duke of Argyll at gunpoint whilst his master was attending a London theatre.