/diy/ - Do It Yourself

I've seen EEEVblog's video on the cockcroft voltage multiplier he says it's not really made to drive loads but mostly used for electrostatic applications which got me thinking, couldn't I just put multiple high farads caps in parrallel at each capacitive junctions to increase its current output?
In the video he uses some very low capacity film caps to accentuate the voltage drop at Mega-Ohm loads.
Also, how do Liquid-Caps fare in those?
I'm aware this is a pretty easy way to kms if I'm being a retard.