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According to Trent Lorcher in his article "Lesson Plans: Modernism in Literature:
Modernism is marked by a strong and intentional break with tradition. This break includes a strong reaction against established religious, political, and social views.
In Fitzgerald's "Winter Dreams," Dexter's behavior exemplifies the style of modernist authors, breaking with the realist style. (First printed in 1922, this is a time of economic growth and optimism, with many stories of success for all kinds of people.)
Dexter is a man of humble beginnings who defies the social rules of the time: he does not conform to the wishes of the upperclass. When offered a rare opportunity to caddy for a wealthy golfer, he refuses. Next, he quits rather than be forced to caddy for a tyrannical eleven-year old golfer.
The modernist view in this story focuses on the "strong reaction against...social views." Dexter does not conform to the whims of the rich as one might have expected him to.
He strategically chooses his own college, and creates a line of laundries catering to the wealthy. He becomes a young man of means, highly regarded by those in the elite class.
In this way, he is able to create a persona that easily mingles with the rich. When it seems that Dexter is in control of his life, he meets the eleven-year old child from his caddying days—Judy Jones. She is grown up, beautiful and desirable—to everyone.
While it seems that Dexter might be able to consciously protect himself from Judy's careless attentions, even seeming to understand what she is doing to him, he eventually falls for her. For a time, he loses his direction, though he understands his hopeless attraction to Judy.
Dexter continues to throw himself into his business, while dealing with Judy's casual regard of him. This goes on for months, and ultimately he removes himself from her circle. He concentrates even more on financial success, and starts seeing another young woman, Irene, to whom he eventually proposes.
It would appear to the reader, especially based on the norms of that time, that Dexter has finally found a way to leave Judy behind and move forward with his life. One would expect him to do the smart and predictable thing: he is bright and successful. It seems he will marry and settle down.
Based on one chance encounter with Judy, however, Dexter turns his back on Irene and becomes engaged to Judy; their engagement is short-lived. As painful as all this is, he continues to deal with disappointment while his pain seems to strengthen him. Dexter joins the war.
[Dexter] was one of those young thousands who greeted the war with a certain amount of relief, welcoming the liberation from webs of tangled emotion.
The war is over, years pass, and Dexter is firmly grounded again. By chance he meets a friend of Judy's. Judy has married, but her life is sadly changed—her husband fools around while she cares for her children; and, Dexter learns her beauty has faded.
This news, especially the last, causes him to mourn what is now gone forever. Where his winter dreams as a young man promised relief with the newness of spring, Dexter realizes that the chance of a life with Judy is gone forever.
The modernist style baldly shows Dexter's ongoing struggle, and the loss of his dream of Judy, as well as the loss of those years that brought him some kind of happiness. For all he could do, Dexter was never able to keep Judy from destroying the hope she created within him.
I hope this helps.
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