Red Shoe Parade

Red Shoe Parade is a speculative song made as a collaboration between Jounetsu-P and Akuno-P, released on December 26, 2010. The keywords that mothy gave this song are 「偉大な正義の　名の元に」("In the name of divine justice"). This song has some kind of connection to Madam Merry-Go-Round, as well as informational text in the EVILS COURT booklet:

~Shadow Parade~

フリージス童話「あかいくつのばれーど」より

{C}我は正義を声高に叫ぶ人間を信用しない. {C}くだらないヒロイズムの陰でどれほどの弱者が涙を流していることか.

我を「悪」と蔑みたいのならば勝手にすればいいさ.

貴様らよりは、 よっぽどましだ.

Plot
The song, set to a cheerful Spanish-style melody, tells of a band of four people named the 'shadow parade' who travel around the countryside, all wearing matching red shoes and iron collars. One morning, they come across someone they deem a 'wicked thief', whom they steal from before he can rob them, claiming it 'in the name of divine justice'. As they travel along, they become hungry. Finding a house that supposedly belongs to another 'wicked thief', they steal the food inside. The leader of the parade (Luka) mentions that they bear the emblem of the moon on their backs. In the afternoon, the parade becomes 'sick for human warmth'. They find a family of 'wicked thieves' and 'comfort their bodies and souls in the name of divine justice.' This may imply that the parade raped the family, as they are shown holding the members of the family during these lines and causing them to bob up and down strangely. Rin sings that as the rain falls on a melancholy night, the parade comes across a 'wicked thief' who is laughing. They kill him out of envy 'in the name of divine justice'. After their gruesome acts, Luka sings of a whistle that echoes across the land and ends their journey. The parade are shown (to the sound of several sharp blasts on a whistle) being shepherded into a large building, presumably a prison. One day, Rin and Len sing, they are allowed out of the darkness and back into the light, where their journey begins again. As they journey forth, people stare at them- some laugh, while some cry. Their red shoes begin to burn their feet like fire. It is then that the parade realizes the shoes they wear are a different kind than the ones they originally wore- the shoes they wear now are made of red-hot iron. The 'shadow parade' burns out, with the ominous final line of 'You said this was something called "Punishement".'