Natalie and Annie decide to put their detective skills to use as they open the E & O Detective Agency to solve neighborhood mysteries. Together they stumble across an incredibly intriguing one when Mrs. Warsaw, their elderly neighbor with memory problems, begins spreading news about a woman named Zina Zeolite hiding in her bedroom closet. Mrs. Warsaw often speaks of seeing strange things so Natalie doesn't believe her. But Annie insists that they take the case. As the detectives start investigating, Natalie and Annie discover that Zina Zeolite is the name of the world's first female comic book superhero. But could Zina Zeolite also be a real person? And what does a superhero have to do with the ailing Mrs. Warsaw? The girls must band together to help Natalie win her school election, solve this mystery, and stay friends.