Heavy Chain Stitch

Make a small vertical stitch. Bring the needle up below this stitch as you would for a Detached Chain Stitch. Pass the thread under the vertical stitch, but not through the fabric, and insert the needle in the same hole it came up through. The rest of the stitches will pass under both the threads of the preceding loop.

Elegant Stitches, p 58 [Braid Stitch]
Mary Thomas's Dictionary of Embroidery Stitches, p 37-38 One Hundred Embroidery Stitches, p 16 The Stitches of Creative Embroidery, p 148