This nickname arose from her astute detective work in discovering who was leaking stories about her and her footballer husband to the media.
The culprit turned out to be ... Rebekah Vardy (wife of Jamie Vardy).
For full details (including how the story that clinched it was the one about the Rooneys' basement being flooded – "so perceptive of the pointless ... fodder that fills the tabloids that it can only be described as genius") see this article in The Grauniad.
Coleen Rooney's Wikipedia page informs us that she left school with 10 GCSEs (including an A* in Performing Arts).
© Haydn Thompson 2020