Let's see.
On that set you gave, a Calm Mind set will do very well. By giving a Bulky spread with some Attack, you can pull of a good calm mind by having Cob being very hard to KO. So you can get as many Clm Minds as you need to KO. Although, Volt switch could possibly be replaced. You don't want to set up 2 or 3 CM's just to then run off after KOing just one Pokemon. I understand that it's mainly used if you got yourself in some trouble. But still, if you want you can replace Volt switch with any move you wish.
However, I don't like Special sets on Cob. His Special attack is very low. An all out Physical set with swords dance would suite it much better. This is what I recommend.
Cobalion @ Life Orb
Trait: Justified
EVs: 252 Atk / 252 Spd / 4 Def
Adamant Nature
- Swords Dance
- Stone Edge
- Iron Head
- Close Combat
This is an all out SD attacking set. After just one S-dance it can continue to sweep with outstanding power. If you still don't want the stat drop from CC got back to Sacred sword.
Hope I helped ;D
