According to the Harvard Health Publishing: Harvard Women's Health Watch, "A study published in the January  issue of Cognition found that people who walked backward, imagined they were walking backward, or even watched a video simulating backward motion had better recall of past events than those who walked forward or sat still."
"Why? That's still something of a mystery, says Dr. Daniel Schacter, the William R. Kenan, Jr., Professor of Psychology in the Department of Psychology at Harvard University. It's possible that people associate going backward with the past and this somehow triggers a memory response. "We know it can't have anything to do with how they've encoded the information," says Dr. Schacter. After all, people weren't walking backward when they stored the memories tested in this study. It may take future studies to shed additional light on the issue. "But I found the results intriguing," says Dr. Schacter."