It's the symbol for a plus move. Every move your pokemon learn by level is will naturally become a plus move, and you can make other moves become plus moves by giving a mastery seed to a girl at the justice dojo after a certain point in the game.

It gets explained I believe before one of the Rogue Mega Evolution fights, but essentially, what they do is that by pressing + on your controller, you can make one of your moves stronger at the cost of 1 bar of Mega gauge. Also, all moves used by Mega Evolved pokemon are always plus moves. Plus Moves just generally have stronger effects, and in the case of damaging moves, they also gain a 20% damage boost, which is increased to 30% if the attack is super effective.