Among the students at Holmes Detective Academy, Sheryl, Nero, Elly, and Cordelia are highly regarded due to their skillful utilization of their Toys and exceptional teamwork in solving multiple cases. Known as "Milky Holmes," they have earned respect from both their peers and the residents of Detective City Yokohama. However, their triumphant reign comes to a drastic halt when they are stripped of their Toys and defeated by their competitors, "The Gentlemen Thief Empire," on a stormy evening. This unexpected turn of events drastically alters their destiny.