Sorry, bit late to the party as I only just saw this, but if anyone's still interested this is how my scope was set up for the video.
I used an external 2-channel signal generator (Juntek JDS-2900), with CH1 outputting a Sine waveform at 1000Hz and CH2 a 'Sinc' waveform at 1000.1Hz
From the SEC/DIV menu, X-Y mode will plot CH1 (X-axis) against CH2 (Y-Axis), which gives the moving composite waveform in the main window - the shape difference between the two waveforms dictates the composite shape, and the tiny difference between the frequencies dictates the speed of movement. I adjusted the V/Div and position of each channel to size and center the moving composite waveform. I adjusted SEC/DIV to the best vector (rather than dots) resolution - sometimes using Long Memory can improve this further.
Then I pressed the SEC/DIV (ZOOM) knob, which causes the CH1 and CH2 X-T waveforms to be displayed in the upper window, and the moving X-Y composite waveform in the small lower window.
No tricks or pranks, just using the features of the scope.
P.S. If you use X-Y mode on two waveforms of the same frequency and phase, you'll just see a line or some dots. If you change the phase of one of the waveforms to, say, 90 degrees, you'll see a shape. If you cause the phase to change with time (e.g. by a tiny frequency adjustment on one channel) you'll see a moving shape. X-Y mode is most useful for eye patterns (e.g adjusting CD players) or Lissajous curves, but analog scopes are much better than digital scopes for these modes.