We hear this question often enough that we thought we make it easier to find the answer here.
Chasing Christmas lights are traditional incandescent lights that are built with (usually) 3 circuits that flash on and off sequentially.
Each set has an independent controller that cycles through each of the three circuits (1-2-3). Set at a slow enough speed, the lights visually look like they are chasing each other, like bulbs that flash on and off around a marquee sign.
Chasing light have a single male end plug and cannot be connected end to end.
Here is a quick video that shows how chasing lights work.
Chasing lights are used to light Christmas trees and have been a customer favorite for different craft projects.
We love this cauldron project for Halloween. This vide features red and orange chasing lights.
Or see how easy it is to light up a fireplace!