I would just make sure that you return to the home screen and (if you have internet) allow it to sync, then go do whatever. Even if you don't have internet, sometimes I feel like if you close the app from the study screen you may lose the 'memory' of the last few prompts you completed.

The iOS app tries to keep three words loaded at any time, although it sometimes dips below that. It's usually the previous word, the current word, and the next word. Once a word falls off the left edge of this three-word window, then its reviews are saved. This is why you can't go back more than one word.

Going to the home screen forces a save and a sync, but it still doesn't save any word you can go back to. The previous word gets saved and booted after several minutes of inactivity, if the app is still running, but if you navigate away it won't get saved until you open the app again, so if the app dies in the background (like if you run out of memory), you might lose that one.

The best protocol is as 蓓蕾 describes, but also this: finish the word you're on, then go on to the next word before returning to the home screen. That way if the app dies, you only lose one word's reviews instead of two.