Psychiatrist and Rabbi Abraham J. Twerski M.D. wrote a book called It's Not As Tough As You Think in which he writes about a study in which psychiatric researchers encouraged a group of depressed patients to jog every day. There was another group of patients with similar symptoms who were treated with antidepressant medication. Both groups had relief of their depressive symptoms to the same degree. One would think that if this were true antidepressants would be replaced with exercise but Dr./Rabbi Twerski explains that often depressed people cannot be motivated to exercise enough to relieve their symptoms.
Twersky writes, that for people who are mildly depressed exercise is likely to improve their mood significantly with the added bonus of improving their circulation and strengthening their heart and muscles.
In my own experience and that of some of my friends, exercise helps relieve stress.
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