Parallel upward shift: Wiley Exam Review sheet

Hi all, I’ve spotted the following bullet on Wiley’s 2022 CFA LIII exam review: “Positioning for parallel upward shift: bonds with forward implied yield change greater than forecast yield will enjoy higher return as they roll down the yield curve (upward sloping).”

I get the point of roll-down in general but can someone please explain/give an example for this statement? Thanks.