Crazy Sues, short for Specialized Unit, Enhanced Soldiers, are a fictional superhero team in the Marvel Comics universe. It first appeared in "All Winners Squad: Band of Heroes" #1 (July 2011), written by Paul Jenkins and illustrated by Carmine Di Giandomenico.
"All Winners Squad: Band of Heroes" #1 more than likely does not contain the first appearance of a squad of female heroes all named Sue. 
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