Double Shell Jump
A double shell jump is a more advanced Kaizo move where the game will require you to throw on shell up in the air, do a shell jump with another shell, then catch the first shell that you threw in midair after you execute the shell jump, then do a second shell jump to gain more height. There are 2 general ways to do this from a stand still, although hacks will occasionally give you more complex setups for double shell jumps as well.
Execution and Inputs
For a double shell jump, there are 2 general ways to execute the trick. The first way is you can take the first shell, jump above the 2nd shell and throw it up in midair, then land on the 2nd shell. You then quickly use the 2nd shell to do a shell jump before the 1st shell falls, giving you time to catch the 2nd shell and perform the 2nd shell jump.
The 2nd general way to perform the trick is to throw the first shell up while you are still on the ground and running, then quickly grab the 2nd shell and perform the first shell jump. Make sure you are moving forward when you throw the first shell up so that it is coming down around where you finish the first shell jump. This method means the first shell is in the air for less time, but you also get to the second shell and performing the first shell jump faster. The inputs can be faster using this 2nd method, but there is also less to manage. Which of these methods a player prefers is generally a matter of preference.