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More common in works revolving around warfare, a Mary Tzu is a character, usually a military commander, with unrealistic tactical abilities. She (or he; actually more often he, we just couldn't pass up the pun) can pull a win out of any battle no matter how outnumbered, outgunned, or outmatched, she can guess any enemy commander's plan no matter how convoluted or how little information she has to work from, and any plan she comes up with will work perfectly, often employing Hollywood Tactics, resulting in total enemy defeat and another smashing success for General Tzu's track record. As per the standard Mary Sue traits, such a character is usually treated as a paragon and/or revered by the other characters. Sometimes she comes complete with a Big Book of War, possibly written by her.
To be clear, this trope only deals with unrealistically good tacticians. Merely great commanders wouldn't apply, as long as they're fallible, or if they're written well enough to make their victories seem plausible. If it looks like they play Gambit Roulette instead of more sound and realistic plans you've got a Mary Tzu.
In some respects, one could argue that this is a case where "show, don't tell" does NOT apply. If a character is simply described as an excellent commander, but the writer doesn't actually describe the tactics involved, it's a lot easier to accept, since the actual maneuvers can be left to Take Our Word for It.
Sometimes, this character will merely be a plot device, but other times it can be piled onto the Common Mary Sue Traits of your fourteen year old sparkly invincible teenage girl. Those are only worst case scenarios though, as most characters associated with this trope tend to be older men (which sometimes makes them popular despite being invincible).
Named for Sun Tzu, a Real Life (maybe) Ancient Chinese general whose Art of War is still used by many militaries around the world and is considered one of the greatest treatises on warfare ever written, as well as Mary Sue, the archetype of the unrealistically perfect protagonist.
Compare to The Chessmaster or The Strategist, which are for masterminds that push, but don't destroy, Willing Suspension of Disbelief. Also see Hollywood Tactics and Idiot Ball as (like all Mary Sue types), Mary Tzu's main ability is to make everyone else incompetent so that she looks good.
No examples please, this just explains the term.