The Cocoa Boys is an unreleased track, alleged to be initially put to tape during a soundcheck session on 25 August 1986 at Le Zénith, Paris, France, hours before the Parade Tour show there (along with recordings of Susannah's Blues, Strange Relationship, Last Heart, a cover version of The Temptations' I Can't Get Next To You and a first run-through of It's Gonna Be A Beautiful Night, which was then recorded live at the show). However it is unclear if this information is correct. If it was done there, it is likely that this version was only an instrumental, but this is also unconfirmed.
Prince recorded a studio version of the track (with lyrics) on 14 September 1986 at his Galpin Blvd Home Studio in Chanhassen, Minnesota (the day after Crucial, two days before Shockadelica).
The song was written specifically for the planned musical The Dawn (along with Crucial and When The Dawn Of The Morning Comes), but the musical was ultimately abandoned, and the song was never intended for any of Prince's many late-1986 album projects.
The Cocoa Boys was the name of a band included as characters in the musical; while the band names changed, the idea of rival bands was reused in the Graffiti Bridge movie.
The pseudonym Joey Coco was used by Prince as the writer of of at least eight songs for other artists: 101, Baby Go-Go, Cool Love, Neon Telephone), Telepathy and You're My Love, with Jill Jones' My Man and Violet Blue listed as Prince compositions on her album, but registered to Joey Coco at the Library of Congress.