Very few things in Super Smash Bros. Melee hurt harder than a Fox Shine combo. Obviously Jigglypuff Rest confirms hurt far worse, but a well-executed Shine combo can have a similar effect.
For a lot of people, getting caught in one feels like it’s certain death with no chance of escape. There are, however, ways to get out of it — and it all depends on your character. Some characters with low to medium traction can actually slide out of the way, making it impossible for Fox to continue the combo. While characters such as Captain Falcon are high traction and can’t use this method, there are six other ways for you to counter this combo, including DI methods and fast-falling onto a ledge.
Source: SSBM Tutorials