I actually found this out while I was using Dancing Blade with Marth.
This glitch only works best at a custom stage. You can start off by building a custom stage with the moving part that goes either left or right (sorry ^_^' I don't know the name). There should be nothing else that is next to it. First, Brawl with Marth. Next, go to the custom stage that I asked you to make. Now, go to the wheel on the opposite side of the moving part that will not make you fall off. You should also be next to the wheel. Sorry if it didn't make any sense.
This is what it should look like. Note: The plateform is moving to the right for my example.
Now, perform Dancing Blade to the right and be sure to do a full Dancing Blade. Note: This is for my example only. Do this if your moving part is like in my example. So Did you notice something or what You can sometimes get knocked off the stage if you did it correctly. The credit goes entirly to me.