I know it can be done using Wind filter. I have tried. But it's not giving the fusion of multiple colors like this. I am unable the get feel of multiple layers of multiple colors.
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Alright so first off since I recognize it I thought I'd attach the full image. It really is nice, except the text - don't know what they were thinking with the cheesy text stuff.
I'm pretty sure you're on the right track with the Wind Filter.
Here's my attempt which I think is getting pretty close to the desired effect:
Starter Image via Unsplash.com I used to make this:
To make it I started with some brushes, they may have used those smokey / liquid brushes from the right side, it would make the most sense. I used some free Water Color brushes.
I set my brush Opacity to 83% and then used a variety of the Watercolor brushes in different shades of blue and purple to get something like this:
Then I used Filter > Stylize > Wind set to
Stagger -- but as you can see in the history panel, I did it a few times:
Then I just rotated it and masked out to get the final image. Obviously this is very quick. More refinement, more layers, more colors and really tying it together with the starter image will all help the effect. But hopefully this gets you in the right direction.