Cumby was not to be disappointed. Indeed he was the first man in the fleet on 19 October to observe the signal from the British ship on the horizon that the enemy had put to sea. Nelson had deliberately kept his fleet of twenty-seven ships of the line out of sight of Cadiz in order to encourage them to venture forth and to prevent them knowing how many British warships were in the vicinity. He relied on a line of frigates and an advanced squadron of ships of the line to keep him informed of any enemy movement.
At dawn on 19 October the frigates Euryalus and Sirius were keeping their usual watch on the masts of the enemy ships gathered in the harbour of Cadiz. They were so close to the shore that a midshipman in one of the frigates was able to see the ripples of waves breaking on the beaches of the bay. As the sky lightened in the east the lookouts on the frigates noted that the enemy ships had their topsails hoisted, a sure sign that they were preparing to get under way. At 7 o'clock the Sirius hoisted the signal flags 370, which, in the revised signal code devised by Popham, signified: 'Enemy ships are coming out of port.' The Euryalus passed the signal on to the frigate Phoebe waiting on the horizon, and from the Phoebe the message was passed on to the Naiad, then on to the ships of the advanced squadron: first the Defence, then on to the Colossus and then the Mars which was the last in the long line stretching from Cadiz to the main fleet 50 miles away.
It was such a lovely morning, with a clear sky and light winds, that Nelson had invited Collingwood and several of his captains, including John Cooke, to come on board the Victory and dine with him. In answer to Nelson's signal the Bellerophon had left her station and was setting sail towards the flagship when Lieutenant Cumby spotted the signal flags flying at the masthead of the Mars on the distant horizon. He distinctly made out the numeral signal 370 and immediately passed on this crucial information to Captain Cooke, asking his permission to repeat it. Cooke carefully examined the distant ship with his telescope but only the topgallant masts of the Mars were visible above the horizon and he could not make out the colour of the signal flags. He was unwilling to repeat a signal of such importance while a doubt remained but said he would do so if any of the other people who were staring at the Mars through their telescopes would confirm Cumby's interpretation of the signal. Cumby was convinced of what he had seen because he knew from long experience that he had unusually strong eyesight but unfortunately none of the other officers or signalmen were prepared to endorse his opinion. And so he had 'the mortification to be disappointed in my anxious wish that Bellerophon should be the first to repeat such a delightful intelligence to the Admiral.'
Cumby knew that the Mars would now make the distant signal 370 which was made with a flag, a ball and a pennant at different mastheads and was much easier to make out because it did not depend on the colours being recognised. Sure enough the Mars hauled down the coloured flags, fired several guns to attract attention and hoisted the distant signal which left no one in any doubt of the message. Before the Bellerophon could repeat this the Victory acknowledged the signal and then hoisted the signal for a general chase to the south-east. The time was 9.30 am. Every ship in the fleet shook out the reefs in their sails, made all sail possible and headed for the Straits of Gibraltar because, with the wind from the north-west, Nelson presumed that Villeneuve was heading for the Mediterranean. Throughout the rest of the morning and all through the afternoon the British sailed in pursuit of an enemy which was only visible to the most distant of the British frigates. At sunset Nelson instructed the Bellerophon and four of the fastest ships in the fleet to sail on ahead during the night, each carrying a light in order to keep in touch. There was an air of impatience on every vessel and Captain Cooke was so concerned at missing the enemy that he suggested to Cumby that one or other of them should remain constantly on deck until they brought the enemy to action. Cumby agreed, and volunteered to take the first two watches. He remained on the quarterdeck until midnight when Cooke came up to relieve him.
At daylight on 20 October there was no sign of the enemy and Nelson ordered the fleet to haul the wind and head northwards. During the course of the morning the weather closed in. A fresh breeze brought rain and an enveloping, thick, damp fog. The ships hove to, each adjusting their sails and taking in reefs where necessary so they could keep their correct stations. By midday they were heeling over under squally showers, the rain sweeping across the decks, pouring off sails and dripping off the hats of the officers huddled on the quarterdecks. On the Bellerophon they were unable to see the signals of the distant frigates but Cumby was heartened to see the Victory send a signal to Captain Blackwood of the Euryalus, ordering him to keep the enemy in sight during the night. 'This cheered us with the hope of an action in the morning and according to our previous arrangement Captain Cooke remained on deck till twelve o'clock and he relieved me again at four without anything happening.' During the night the rain died away and the wind dropped to the lightest of airs but there was an increasingly heavy swell from the west, the forerunner of a storm which was heading across the Atlantic. Those on deck observed the frequent flashes of blue lights and fires from the frigates which indicated that they could see the lights of the enemy fleet.
Cumby had retired to his cabin and had been asleep for less than two hours when he was rudely awakened by his friend Overton, the ship's master: 'Cumby my boy, turn out,' he shouted. 'Here they are all ready for you; three and thirty sail of the line close under our lee . . .' Cumby hurriedly got dressed but before going on deck he knelt down by the side of his cot and prayed to the great God of battles for a glorious victory and 'committed myself individually to his all wise disposal and begging his gracious protection and favour for my dear wife and children, whatever his unerring wisdom might see fit to order for myself.' He was later to reflect with a feeling of pride that his own prayer was remarkably similar to the prayer which Nelson committed to paper before the battle.
Lieutenant Cumby came on deck to find the crews of every ship staring at the eastern horizon which was filled with the masts and sails of warships silhouetted against the soft light of dawn. As the sun rose and illuminated the enemy fleet, the watching sailors could clearly see the colours of the flags and ensigns flying above the extended line of white sails: the blue, white and red of the French flags mingling with the rich red and amber of the Spanish flags. They were nearly 12 miles away and although the British fleet had the weather gauge the wind was so light that it was evident to all present that it would be several hours before the two fleets met. The Bellerophon's log-book gives no hint of the excitement felt on board the ship but simply notes, 'at daylight observed the Enemy's Fleet to leeward bearing ENE' and follows this with a list of the signals hoisted by the Victory as Nelson prepared his fleet for the long-awaited encounter. At 6.10 he ordered them to form the order of sailing. This was followed by an order to 'Bear up in succession on the course set by the Admiral.' The Victory slowly swung round and headed east-north-east in the direction of the enemy ships on the horizon. As the other ships followed her example a third signal was hoisted to the masthead of the flagship. It was signal 13: 'Prepare for battle.' On the Bellerophon and on every other ship in the fleet the orders were given to beat to quarters and clear for action.