STM32F4 JTAG: still not working, switching to SWD

After testing many random stuff, I decided to give a try to Single Wire Debug (SWD) instead of JTAG. The STM32F429I-DISCO demo board embed a ST-Link V2 which can be used for other boards as well.

According to ST datasheet, the JTAG and SWD port are shared:

The ARM SWJ-DP Interface is embedded. and is a combined JTAG and serial wire debug port that enables either a serial wire debug or a JTAG probe to be connected to the target. The JTAG TMS and TCK pins are shared with SWDIO and SWCLK, respectively, and a specific sequence on the TMS pin is used to switch between JTAG-DP and SW-DP.