The names for these moves/gimmicks are my personal names

Unique Gimmick: Hat Trick
Upon landing certain moves, a hat will be placed on the opponent. These moves are Neutral Air, all three Strongs, Neutral Special and Down Special. This hat can be detonated by landing any move (aside from the first two hits of jab, neutral air, or neutral special). The hat disappears when either Agent M is killed or struck from behind.

Minor Gimmick: Moonwalker
Regardless of which direction you are moving, Agent M will not turn around. The only way to turn around is to attack in that direction, be it with side or down tilt, back air, or side special.

Specials

Neutral Special: Hat Toss
Agent M tosses his hat like a frisbee, placing a hat on whoever it hits. The projectile is pretty weak, but it's the best way to place a hat on faraway opponents.

Side Special: Stylish Rush
Agent M spins, then dashes forwards, passing through struck opponents. This move can be charged to increase the distance traveled, and the charging animation has a weak hitbox as well.

Up Special: Moonlight Warp
This move is your basic teleport with a hitbox, nothing special. It's range is a bit lacking due to Side Specials insane distance, however.

Down Special: Smooth Maneuver
Agent M leans forwands a bit. While he does this, if he's struck by any attack, even a projectile, he warps to behind the opponent that hit him and places a hat on them.

(There, now you know what Down Special does.)

Unique moves

Back Tilt: Due to his minor gimmick, Agent M has an attack performed by moving backwards and attacking. The move has a tipper that stuns the opponent when landed.

Command input (either quartercircle or back-forward + attack): This is a two hit attack that can turn Agent M around. May not always work...