Chico emerges in Nevada when Jiro rescues her from two outlaws. Presenting as a Native American woman with blue eyes in Geronimo's tribe, her appearance hints at unexplained heritage. She aids Jiro with shelter among her people and critical knowledge of the terrain, enabling his trek to Santa Catalina Island.

Her past unravels later: she discloses her true identity as Julie Rochelle, orphaned daughter of French spies also hunting Captain Kidd's treasure. Raised by the tribe after her parents' deaths, this dual heritage accounts for her features and cultural ties. Their mission intersects directly with Tenkai's conspiracy, linking her lineage to the treasure conflict.

Beyond temporary aid, Chico resurfaces after Jiro's initial clash with Tenkai on the island. Producing an identical treasure map, she proves her parents' involvement and exposes the fatal confrontation between Tenkai and her father—revealing their mutual demise years prior. This confirms the conflict's generational depth and Tenkai's use of body doubles, shattering Jiro's belief in victory.

Her narrative role connects Jiro's American quest to Japan's political struggle. By verifying the treasure's existence and location, and detailing her parents' fate with Tenkai, she furnishes pivotal intelligence that drives Jiro's return to Japan, equipping him to confront the enduring conspiracy.