[1] She is believed to have been born in Mississippi,[2] although a press release of 1924 claimed she was from Memphis, Tennessee.
[4] In the early 1920s, she moved to New York City, where she worked in cabarets and appeared in revues at the Lincoln and Lafayette Theatres.
In 1927, she briefly owned and performed in Jack's Cabaret in New York City.
[5] In 1938, she settled in Albany, New York, and was mostly inactive in music during the remainder of her life.
[5] Author Derrick Stewart-Baxter wrote of McCoy, "She belongs to the great vaudeville tradition, but in all she does there is a strong jazz strain ... Possessing a lovely contralto voice and fine diction, she was able to project herself through even the worst recording ...