According to the Rules on p. 18.:
Cavalry Special Momentum Advance: A cavalry unit (Light,
Light Bow, Medium, or Heavy Cavalry), after the unit’s initial
successful Close Combat, may Momentum Advance onto the
vacated hex and then move one additional hex, in any direction
(including back to their original hex). The one hex additional
move is optional and is not required to conduct a bonus Close
Combat.
NOTE: A Super Heavy Cataphract Cavalry unit is not eligible
for the additional one hex movement. After a successful bonus
Close Combat a Super Heavy Cataphract Cavalry unit can only
Momentum Advance onto the vacated hex.