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How to prevent seeming like a Marty Stu-ish villain is cheating?

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In a story I'm writing, there's a villain who is a genius strategist that can get anything he wants, whatever it is, by developing perfect strategies that can have only two possible outcomes: 1, success, or 2, success. His plans never fail because he always has a plan B, and each plan B has a plan B, always thinking of all possibilities and things that can ruin his plan and coming with a solution to each one of them. If that's not enough, he's also a powerful, almost invincible fighter, heir of two special abilities. Oh, and he also becomes immortal (though he can get killed in a specific, story way), and is an emperor.

In the end he is defeated by a flaw in his logic and a detail he didn't think about in one of his strategies (and by brute force too).

But sometimes you have the impression that he (the villain) is cheating, as he always figures out stuff and is always a step ahead and ends up winning, with no one able to defeat him in whatever way (except in the ending, along with specific story reasons), no matter what the heroes do, as if he is that invincible because the writer is "helping" him to achieve/win, and thus breaking the suspension of disbelief.

So how can I make it so that this quasi-invincibility or "Marty Stu-ness" is something to be amazed at, instead of something that breaks suspension of disbelief (besides justifying)?

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I'm not sure if you're asking the right question here. You say you don't want the reader to feel like your villain is cheating. I think what you should ask is how you can make the reader feel that you as a writer are not cheating.

As a reader, I don't care whether or not the antagonist is a Mary Sue / Marty Stu or not. I want the protagonist(s) and his/her/their journey to be believable and relatable. Does the protagonist have the ability to overcome the antagonist, without becoming unbelievable? And is it still satisfying to read? As long as you do not create a 'Deus Ex Machina' plot device, you should be fine.

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Leave clues that make it possible to see at least the gist of his reasoning and line of thought for the observant and determined reader. Make it so that it's always possible, albeit very difficult, for the reader to predict his actions and to outsmart him.

For instance, let the villain disguise himself as some other character that interacts with (or is close to) the protagonist as a means of gathering information, but never tell the reader that outright. Leave breadcrumbs, instead. Here's another, much better and lengthier example. It should be noted that I loved this book and breezed through it, so I noticed exactly none of these clues; that's what I mean when I say that it should be possible, but difficult, for the reader to see the breadcrumbs.

Good luck!

P.S.: Consider giving the villain a power that grants the super-intelligence you speak of, rather than just ascribing it to his genius mind (and it doesn't have to be simply super-intelligence; for instance, Contessa, a character from Worm, has a power that tells her every step needed to achieve a desired goal and how to execute these steps). That would make it far easier for you to, as Amadeus said, demonstrate the villain's planning.

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Thrawn was this (minus the physical fighting abilities) in Timothy Zahn's Heir to the Empire Star Wars trilogy. His gimmick was he could read species' and individuals' intentions and thought patterns through their art. We see this in various scenes.

He dies when his loyal bodyguard betrays him.

I think you need to show your mastermind character plotting/deducing/gathering intelligence whether he does it in the Holmes fashion with small details or with psychological analysis or with spies/traitors or just having that many contingency plans. Explanations to advisers/minions could be helpful.

If you can't show his actions, maybe you could have your main characters get into a situation where they realize they can't do their own back up plan(s) because of a small detail earlier in the story that is definitely caused by your evil mastermind but that they didn't pay that much attention to or didn't make much sense at the time? Troops where they shouldn't be, a rescheduled event, something locked out for maintenance?

Whether or not I believe the author is 'cheating' often comes down to how much I believe in the intelligent character's logic and probably is a matter of individual taste for each reader. Reading Sherlock Holmes (as NomadMaker mentioned) and criminal profiling information might help with the details though.

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You can show more of this planning and anticipation in order to make it more plausible. Show your villain expending large resources and manpower in the pursuit of plans and alternatives.

Take an intelligent (not superhumanly so) leader with an intelligence agency of thousands of specialists, with an army with generals that have trained for battle their entire adult lives. It should not be surprising to us that with such resources, they CAN put together the puzzle pieces, mount investigations for more information, and consider so many alternatives.

Your problem is making the villain a lone wolf that must do ALL of it alone, that becomes implausible by virtue of the effort. But a smart villain that can hire a thousand mercenary spies and investigators, we should not be surprised if his team collectively out-thinks and wins against a protagonist that does not have many resources.

In the end, he can still lose for dismissing a contingency he considered impossible (e.g. a suicide mission) or thought was already addressed (e.g. he believed Joe was killed falling off the cliff but Joe somehow survived the fall).

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First off, the easiest way to have your bad guy be less invincible and more defeatable is to make him less invincible. He's your creation. Don't give him so many benefits. Take away some of the physical stuff. He doesn't have to be such an amazing fighter (he can just be an average fighter, or not one at all) and he doesn't have to be next in line for the emperor (he can be a distant relative whom the hero/es think could only get there if 17 other people die... who start to die... one by one... as the plot advances).

Second, people like this may work on [TV TROPES WARNING] Batman Gambits, but they are also advance plotters and just-in-casers. They build up favors (and have secrets/blackmail/etc.) from other people on the off chance that somehow, someday, they will need something from that person. They put this piece in place over here and that one over there, so that just in case circumstances put them over by that person, they have an ally ready to go.

Third, Petyr Baelish, Littlefinger on Game of Thrones, gave Sansa Stark some surprisingly good advice which applies here:

Fight every battle everywhere, always, in your mind. Everyone is your enemy, everyone is your friend. Every possible series of events is happening all at once. Live that way and nothing will surprise you. Everything that happens will be something that you’ve seen before.

So your heroes think they can't outmaneuver the bad guy, but it's because he spends his time studying the board and planning for many, many outcomes. When X happens, he already thought about Y and Z and put something in place for that eventuality a year ago. If Q happens, he thought about that too. And if 12 happens, he goes through all his plans to see which one might work to his advantage.

As far as Littlefinger on the show:

He is finally defeated. He knew that Sansa's sister Arya suspected him of something bad, so he allowed her to follow him and "find" evidence which seemed to show that Sansa was disloyal. The one thing he didn't foresee was that the Stark siblings' family loyalty was stronger than whatever he was trying to sow between them. Arya went to Sansa, Sansa called in their brother Bran, the three of them compared notes about Littlefinger and figured out the truth, the two sisters led Littlefinger on, and Sansa eventually called him on his crimes. Arya executed him on Sansa's orders.

So you have the right idea about "a flaw in his logic" and "a detail he didn't think about." You just have to show more of the logic and details and planning so that the reader understands this is how this villain works, so that when the heroes exploit that flaw, the win feels earned.

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