The first cavalcade was his "triumphal entry" into Yerushalayim as was related in all four gospel accounts: Matthew 21:1-11, 14-17, Mark 11:1-11, Luke 19:29-44, and John 12:12-19.  During his entry the people were proclaiming hosanna! (John 12:13).  This was not a warm fuzzy word of religious significance but one of political revolt.  Hoshanah is a Hebrew word for supplication.  They were saying to the Rabbi from Nazareth: "save us from Roman oppression.  Become our king, throw off the yoke of the Romans, and establish the kingdom of David."

Both the people saying it and the people hearing it knew what was being said.  Mark 11:10 records their additional words speaking of the kingdom of David.  Luke 19:37-38 record such a declaration and in Luke 19:39 some of the Pharisees in the crowd tell Yeshua to rebuke his disciples.  He tells them that, "if they become silent, the stones will cry out."  (Luke 19:40).  While they were crying out for physical redemption that was not Messiah's purpose.  The salvation Yeshua came to offer was not freedom from bondage to the Romans but from bondage to sin.

The second cavalcade was his journey out of Yerushalayim to be crucified: Matthew 27:31-34, Mark 15:20-23, Luke 23:26-33, and John 19:16-17.  During this cavalcade there were no shouts of hosanna.  Instead there was mourning and lamenting (Luke 23:27) over the loss of the promise of freedom they once saw in the now condemned leader.  Were they mourning the death of the man or the freedom they had thought they were going to receive?

In any case, both events (his journey into and out of Yerushalayim) were cavalcades in the sense that they were dramatic processions.