Complex Parade takes place in 2010. Wakana, a determined girl with a deep love for marching bands, has spent the last three years of high school practicing tirelessly to become a saxophone player. However, despite her dedication and hard work, every ensemble in her town rejects her, leaving her feeling defeated. Refusing to give up on her dream, Wakana takes matters into her own hands. Rather than accepting the rejection, she decides to form her own marching band. Slowly but surely, she gathers a group of people, each with their own reasons for joining. With eight members now in place, she can finally participate in her brand new marching band...

Where will the wind take them?