Took me a very long while to get it, that's their movement pattern in touhou gouyoku ibun.
Basically, the lines indicate their movement with the press of button 1/2/3 (Z/X/C).

Basically, they are having a talk of how they dodged Yuuma's 3rd spell card on her 2nd phase.
Poor Murasa.

wahahahaha said:

Took me a very long while to get it, that's their movement pattern in touhou gouyoku ibun.
Basically, the lines indicate their movement with the press of button 1/2/3 (Z/X/C).

Well, Kanako's is extremely accurate. Her down air is just so damn good