Saxi Holtsworth was a band leader who was active in the cabarets in the New York area and in vaudeville in the late teens and early 1920s. He also performed at the Hotel Walton in Philadelphia. His band hit the big time on the Orpheum vaudeville curcuit in 1919 when they were teamed up with the dancers Roscoe Ails and Midgie Miller. In Febuary of 1920 they went over well at the Palace Theatre in New York. Variety magazine had this to say about their performance;

"Roscoe Ails and Midgie Miller moved from next to closing to closing the first half, stopped the show. The jazz band is inclined to overdo the brass thing. In trying for odd effects the music was so jazzy at times that it overshot the mark and became disocordant. Ails is a contortionist as well as a dancer, and his back bending and disclocation talents aid him materially in his eccentric stepping. Midgie Miller had little to do in the earlry part of the act, but cleaned up just before the finish with some fast "shimmy" dancing."

The act was signed to a $50,000 dollar contract for 40 weeks on the Orpheum Intersate Curcuit. The tour was supposed to begin on August 26th of 1920 but Midgie Miller had an attack of appendicitis and was reschceduled to begin on September 27th at the St. Louis Orpheum Theatre. Ails aburtly cancelled the show saying that he "didn't want to be buried in the sticks". The Orpheum organization sued Ails and Variety reported that that "This virtually means Ails reconciled himself to retire from the vaudeville stage when giving notice of cancellation." Variety also speculated that because Ails had recently married the famous singing and dancing comedienne Eva Tanguay that he hoped to join her in legitimate stage production.

This seems to have ended Saxi Holtsworth's association with Ails and Miller because the November of 1920 Variety reported that Saxi had teamed up with another jazz dancer by the name of Mel Craig and appeared at the Harlem Opera House as Craig and Holtsworth.

Some of Saxi Holtsworth's records were released under pseudonyms. The June 1920 recording session was released as the Imperial Orchestra, Scala Orchestra and Johnson's Jazz Band on the Coliseum, Scala and Guardsman labels.