I could only see doing this if you think someone is trying to reverse engineer your trading system based on your historical trades. You would do this with at least two different brokerages. I suppose you could launder money this way as well, though there is no guarantee that the funds would flow in the direction you want.
I'm long a bunch of dec sp's. I'm short a equal amount of sep sp's. I favor the long term trend which is basically up. But a short term intermediate term trend is good enough to bank profit on a downward move. The volatility in this zone is normal when a market is trying to clear a previous high. So when large money pools liquidate and run major stops to the downside, I start covering once the downward move is exhausted.