After sifting through all the Conn catalogs I was able to locate online (on a Saxophone site of all things), I have come to the following conclusions:
In 1911, my instrument was apparently called a "French Horn Model Alto" according to a 1911 "Musical Truth", with F,Eb,D & C leadpipes. No 1911 catalog available that might have more information.
No 1912 info available.
In - or by - 1913, the exact same horn was then called the "New Invention Model Mellophone" per the 1913 catalog. A "New Invention French Horn Model Alto" was also available, but only with Eb and C leadpipes. So the supported keys were swapped around and so was the model name.
1914 appears to be the same for both instruments.
in 1917, or by 1917, was apparently when the two started changing. The "French Horn Alto" still had its Eb and C leadpipes, but the Mellophone - now called the "New Wonder", went with F, Eb, D & C main slide crooks (with an LP extension) in lieu of leadpipes , plus some stylistic changes.
By 1919, both instruments were *apparently* available only as HP or LP, forgoing including both types of main slides as was done previously. The "French Horn Alto" became Eb only, whereas the Mellophone continued with crooks for the usual 4 keys.
By 1926, the familiar 6E/7E and 4E/5E nomenclature appeared alongside the previous names. When the numeric-alpha call-outs first started cannot be determined from this data. Perhaps as early as 1917 - I've heard 1920.
The situation was identical in 1928 - and presumably 1927 as well.
1929 and 1931 both had ONLY the 4E listed (no more HP), still with all 4 keys of main slide crooks. 1930 presumed to be the same.
By 1935 however, the 4E underwent an interesting change. Top and bottom were swapped so the main slide was now on top, valve slides on the bottom, and the main slide had a rotary valve to select between F and Eb. This slide could be removed completely and replaced with one to play in C. Key of D capability was lost.
My take on this is that my instrument is the direct ancestor of the 4E/5E, but additional catalogs from the missing years would tighten this timeline up a bit. Several eBay pix with serial numbers were able to partially confirm things, but the best sources are the actual catalogs.
I have a chart I drew up with all this and more if anyone's interested. Any additional data would be appreciated.
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