A sidestep (officially called spot dodging, also known as sidestep dodging or simply dodging, and named EscapeN by Melee's Debug Menu and Brawl's internal character files) is a maneuver in Melee, Brawl and Smash 4 that renders the character intangible for a few frames, with the duration varying based on the game and character. Functionally similar to an air dodge, it is performed by pressing down while shielding, and can be employed to evade any and all harm of short duration. It is perhaps most useful in dodging projectiles and items along with quickly counter-attacking foes during the ending lag of their missed attack.
Though the sidestep animation shows the character leaning into the back or foreground, the intangibile state gained allows the character to dodge all attacks, including those that come from the foreground or background, such as the lava wave in Norfair. The character's leaning position after the intangibility ends can also result in evading attacks due to the three-dimensional nature of hitboxes, most notably King Dedede being significantly outside the playing plane for most of his sidestep's ending lag.
Sidestep frame list in Melee
Sidestep frame list in Brawl
* Moves back slightly.
** Moves significantly back on the Z-axis, to where he's intangible to most attacks for all but 1 frame in his sidestep. Attacks need to have wide hitboxes that reach far into the Z-axis, or hit low enough to hit Dedede's foot that sticks out, to hit him during his vulnerable frames in his sidestep.
Sidestep frame list in Smash 4
This is the frame data of sidestep dodges as of version 1.1.5 of both Super Smash Bros. for Nintendo 3DS and Super Smash Bros. for Wii U. Note that, prior to version 1.1.0, all sidesteps had 1 more frame of intangibility.
*Activates Bat Within if hit on frames 1-4.
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