This can be done in stage 5-A. As long as you keep shooting/killing enemies, the combo will go higher and higher (plus this is the key to get a highscore). Here are my advices on how to get it. Don't rush to kill all enemies on the screen because sometimes there's a little break before enemies to show up (I'm guessing that's done on purpose). Red enemies (invincible) are your allies in this. They help to build up the combo. Keep shooting at them to keep the combo and to "charge" the nuke. Once you have the chance to use it on red enemies then do it, it will raise up your combo very fast. BTW, I used the very first ship.