Cold rolled steel is fully annealed and is considered as speroidized steel. That means that the steel has cooled off slow enough to allow the carbon and other impurities to totally come out of solution and collect in pockets of graphite. It is totally set up at this point for disaster.
1095 steal is something that I have plenty of experience with and if you are going to use 1095 cold rolled steel, you need to bone up on the metallurgy of the stuff or else you will have great difficulty passing a bending test with the stuff or even getting it hard for that matter.
I have already indicated above what the problems is and you will need to get the steel back into solution again. This will require a 30 minute soak at austenizing temperature of 1500 degrees to give the carbon time to go into complete solution. After this is done, you will need to normalize the steel at least several times to regain a fine grain structure.
To further complicate things 1095 is free of chromium and low in manganese making it a nightmare to harden. You will need to cool the steel from about 1500 degrees to 400 degrees or less in less that 3/4 of a second and this require some fast action on both your part and the quench oil. I built a special quench tank for just doing 1095 steel and it also works wonders on other steels as well.
These days I consider all steels as potential problems and give them all a solution soak and grain refinement before I do the normal heat treating.
Some steels such as 52100 will be in a split phase or partial solution at the normal hardening temps and can require an elevated heat, at 1830 degrees, in order to facilitate going into complete solution. Care must be taken to not allow the carbon to come out of solution during the heat treating process. In other words do not let this stuff cool slowly during the normalization or grain refinement process preceding hardening.
O 1 steel should be considered as a (easy to heat treat 1095) as it has chromium added to give you much more time, say 3 seconds to go from 1500 to 400 degrees and the same carbon level as 1095.
This is the kind of stuff that I cover in my knifemaking course.