http://milky-holmes.com/
As confirmed by Moon Phase
here, the multimedia project moves into its anime phase this fall.
Roughly Translated Summary From Wikipedia
In a futuristic world, there are people called "Toys" that have special abilities. Detectives and Thieves face off against each other! This is a story of four girls who want to become detectives, and the one guy who gets involved with them because this is a visual novel PSP game but also an anime.