I think you have the wrong idea of momentum. Momentum is more accurately described via an individual match basis, not through a set. In order to get momentum, you should take the advice of everyone here and learn simple mindgames and reads. Try throwing out a few attacks and when they land, go for follow ups. If your follow up is thwarted, go for the same attack you started with, and instead of following up, just stop your flow altogether. This will make your opponent either:
A. React the same way as before (easily punishable)
B. React a similar way as before (punishable)
C. Get confused
D. React accordingly and punish you
There's a 75% chance out of these options you'll be safe, and a 50% chance you'll get more damage on. However, the most important option here is C, which really helps condition your opponent to play the way you want them to in order for you to win. Of course, it's harder to pick up immediately, so save your replays and watch where you are punished. Learn from your mistakes and implement readings rather than new approaches to the same problem.
Let's say you use your f-air for a safe poke on your opponent, and they just block it. That's a bit of knowledge for your next approach, but you need more information, so you do it again. This time, the roll around it. Now, you have some information. They are playing defensively while trying to figure out where exactly you're weak in the attack, so, since third time is the charm, you do your short hop, but this time... do nothing. If they shield, you've already conditioned them into playing your game and not Smash Bros. In order to really utilize this technique, however, you have to have a general understanding of how most people react to your character, so once again, don't do the same things over and over. The next time you try to get your opponent to react, spam f-airs forever (as long as it's safe to do so), and then, at the last minute, throw out a Lloyd, run up to them, and get super aggressive. If you get punished, don't worry, because you're still learning at this point, so don't get too worked up over being outread.
Finally, the hard part comes into play--you need to know exactly what you can do, when you can do it, and how your opponent will react to it in almost every situation in that match. If you throw a Lloyd and they block it often, you can punish with grab. They'll catch on and start jumping over it, so before you go in for a grab, predict after the first or second time you grab that the next Lloyd they try to avoid will put your opponent in the air. They jumped, so you you punish with a f-air, b-air, or n-air. All of these stuffed defensive plays will make most opponents flustered and they'll panic, making worse and worse decisions, allowing you to use more risky moves like f-smash and Tree (and hitting them consistently).
It's like rock, paper, scissors, and you've learned your match up likes really sharp, shiny objects, yet they also know you know that, and since you know they know, you know they'll throw paper to beat your rock that would beat their scissors... but you threw scissors all along. It was scissors all along...