I'm doing many experiments with the blend filters with my round brushes. My focus is mainly to know the possibilities to build cool transparencies directly on the brush... that's possible changing the blend mode when your brush is active on the tool options slide.
The mode that I've used to create these images are mainly "overlay" and "hue". The approach is very simple... first you can drawing some strokes in gray values with normal mode active. The canvas can be white or transparent. The next step is change the mode of your brush to "overlay" and to apply the colors on the gray strokes. Is more efficient to have the opacity low between 50 and 70%.
Another interesting possibility is to have a colored canvas and to apply the strokes with 'overlay' mode active in the brush (see below figure).