I think I recognize this dance trot movement. It's what often happens when you attempt (and fail) a perfect pivot. Basically, input a dash right, and on the next available frame, hold in the opposite direction for at least a few frames. See, with a perfect pivot, you would flick the control stick in a way that both left and right are frame perfect, but since most people have trouble resetting their control stick to neutral position, it turns into this turn around dash in place, that the video is calling a dance trot.
Try turning down the game speed in training mode in order to test out this concept. Flick your control stick right, then left as quick as you can. It will either be a dance trot, a perfect pivot, or an empty dash (if you didn't apply enough pressure in the opposite direction for the game to register anything). Once you've familiarized yourself with the movement, bring the game speed back to normal as you attempt to dance trot as many times in a row as you can. Good luck.