I just found a whole wiki page on Streets of Fury : http://www29.atwiki.jp/indies/pages/51.html
It is amazing. Very detailed.
Apparently they’ve played a lot and have found a bunch of interesting strategies, even us who made the game learned some things.
Well done guys. You deserve a reward, here’s the « unlock all » code :
At the title screen hold left on the D-Pad + RB + Y then press A, you should hear « Fire geyser » as a confirmation.