For any $a_j \in \Bbb R, \, j = 1, 2, \cdots, n$, one has the bound
$$\left | \sum_{j = 1}^n a_j \right |^2 + \left | \sum_{j = 1}^n (-1)^j a_j \right |^2 \le (n + 2) \sum_{j =1}^n a_j^2.$$
This is an exercise from Cauchy's inequality.
My first try:
From Cauchy's inequality we have
$$\left | \sum_{j = 1}^n a_j \right |^2 \le n \sum_{j = 1}^n a_j^2,$$
$$\left | \sum_{j = 1}^n (-1)^j a_j \right |^2 \le n \sum_{j = 1}^n a_j^2.$$
Add these two and we have
$$\left | \sum_{j = 1}^n a_j \right |^2 + \left | \sum_{j = 1}^n (-1)^j a_j \right |^2 \le 2n \sum_{j = 1}^n a_j^2,$$
which is weaker than the inequality in question.
My second try:
$$\left | \sum_{j = 1}^n a_j \right |^2 + \left | \sum_{j = 1}^n (-1)^j a_j \right |^2 = (\sum_{j \text{ is even}} a_{j} + \sum_{j \text{ is odd}} a_{j})^2 + (\sum_{j \text{ is even}} a_{j} - \sum_{j \text{ is odd}} a_{j})^2.$$
On the other hand,
\begin{align} (n + 2) \sum_{j = 1}^n a_j^2 & = n \sum_{j = 1}^n a_j^2 + 2 \sum_{j = 1}^n a_j^2 \\ & \ge (\sum_{j = 1}^n a_j)^2 + 2 \sum_{j = 1}^n a_j^2 \\ & = (\sum_{j \text{ is even}} a_{j} + \sum_{j \text{ is odd}} a_{j})^2 + 2 \sum_{j = 1}^n a_j^2. \\ \end{align}
So we only need to show that
$$(\sum_{j \text{ is even}} a_{j} + \sum_{j \text{ is odd}} a_{j})^2 + 2 \sum_{j = 1}^n a_j^2 \ge (\sum_{j \text{ is even}} a_{j} + \sum_{j \text{ is odd}} a_{j})^2 + (\sum_{j \text{ is even}} a_{j} - \sum_{j \text{ is odd}} a_{j})^2,$$
i.e.
$$2 \sum_{j = 1}^n a_j^2 \ge (\sum_{j = 1}^n (-1)^j a_j)^2.$$
Am I correct and how do I proceed?