The group of four known as Milky Holmes is taking a study trip and enjoying some hot springs with snow monkeys when suddenly, an alarm goes off disrupting the peaceful surroundings. It turns out that this was orchestrated by the Thief Empire. As a result, a confrontation between Milky Holmes and the Thief Empire ensues, each side utilizing their unique abilities known as Toys. However, things take a turn for the worse when the Genius 4 arrives, causing a three-way battle to break out. Amidst all this chaos, a bolt of lightning strikes from above, incapacitating the four members of Milky Holmes.
Milky Holmes