By arbitrary exercise I mean exercise that is no where close to in line with the largest systematic reviews on what exercise is effective in creating physiological changes http://ije.oxfordjournals.org/content/early/2011/09/05/ije.dyr112 https://www.ncbi.nlm.nih.gov/pubmed/16287373
It is rare to see any sort of reasoning about exercise selection in an exercise study. When such reasoning is included it usually just cites other exercise studies, which then do not have such reasoning. Example, this study http://archinte.jamanetwork.com/article.aspx?articleid=485159#ref-ioi81361-43
references the methodology of this study http://www.researchgate.net/publication/19819328_Comparison_of_high-_and_low-intensity_exercise_training_early_after_acute_myocardial_infarction/file/d912f50630d8f7c66f.pdf
which provides a very detailed description of what the exercise protocol is, but no explanation of why. If exercise protocol was standard within the exercise research community then you would expect to either see a protocol listed by name or a lot of studies with similar methodologies. Instead we see exercise studies with all sorts of varying exercise protocols, making direct comparison harder, and meta analysis weaker.
With regard to months instead of weeks, this is based on my experience and anecdotal reports of others. A successful instillation of an exercise habit seems to counter feelings of powerlessness to change one's situation which is a large component of many depressions. This seems to fall in line with studies like this, where the term self-concept is used. http://www.amsciepub.com/doi/abs/10.2466/pms.1992.74.1.79
Many people struggle with depression, and I've been trying to formulate some general advice for treating it as a part of my work for Cognito Mentoring. I'm hesitant to write about the subject on account of lacking professional expertise, and so am especially interested in getting feedback on my thinking on the subject. I've written up some tentative thoughts below. The reader being addressed is somebody who's struggling with depression, with a special focus on high school students.
The research on the efficacy of different depression treatments is only moderately strong. I'm not confident in my remarks below: they reflect an attempt to come to the best conclusion possible with the evidence available.
Cognitive behavioral therapy
According to The empirical status of cognitive-behavioral therapy: A review of meta-analyses, there's a strong base of evidence that CBT has a large effect of reducing depression on average. There's evidence that the benefits extend beyond the duration of the treatment. Studies generally seem to show that CBT is as effective as antidepressants at reducing depression (some find that CBT is more effective, but the evidence is unclear).
CBT has the advantage that one can learn to do the exercises on one's own, without the expense of a therapist or a psychiatrist. The evidence for the efficacy of self-help CBT materials is weaker than the evidence for the efficacy of therapist-administered CBT, but this may reflect insufficient commitment on the part of patients who were assigned to use self-help CBT materials. The clinical effectiveness of CBT-based guided self-help interventions for anxiety and depressive disorders: A systematic review finds that for self-selected users of self-help CBT materials, the treatment was efficacious (though the quality of the studies was not high). If you're sufficiently committed, the expected benefits that you stand to gain from self-help CBT may be enhanced substantially.
A book for learning CBT on your own is Feeling Good: The New Mood Therapy by David Burns.
Exercise
It's widely believed that exercise alleviates depression. There's an intuitive basis for thinking this: exercise often gives one a runner's high.
In the Cochrane review Exercise for depression, the authors find that on average, studies show a moderate-sized effect, but that when one restricts consideration to the highest quality studies, one sees a significantly smaller effect, suggesting that the efficacy of exercise for treating depression may be overstated.
The main downside to exercise is that it takes time, but it may be worth it even if the effect size is small if alleviating depression is sufficiently high priority for you.
Talk therapy
Talk therapy has been shown to reduce depression on average. However:
House of Cards by Robyn Dawes argues that there's no evidence that licensed therapists are better at performing therapy than minimally trained laypeople. The evidence therein raises the possibility that one can derive the benefits of seeing a therapist from talking to a friend.
This requires that one has a friend who
Some reasons to think that talking with a friend may not carry the full benefits of talking with a therapist are
Depending on the friend and on the nature of help that you need, these factors may be non-issues, but they're worth considering when deciding between seeing a therapist and talking with a friend.
Light therapy
If your depression is seasonal in nature, you may benefit from light therapy. According to The Efficacy of Light Therapy in the Treatment of Mood Disorders: A Review and Meta-Analysis of the Evidence
The Cochrane review Light therapy for non-seasonal depression finds that even for non-seasonal depression, light therapy reduces depression on average, though the effect is modest.
Antidepressants
The Cochrane review Newer generation antidepressants for depressive disorders in children and adolescents found that antidepressants increased recover rates from 38.0% to 44.8% (over a specified duration) relative to a placebo. This understates the capacity for anti-depressants to reduce depression, because placebo treatment is also better than no treatment, and if one antidepressant doesn't work, you can try another one.
If you're an adolescent, the case for using an antidepressant is weakened by the fact that antidepressants are thought to increase the risk of suicide in adolescents. Some evidence for this comes from the Cochrane review above, which found that antidepressants increased suicide rates by 58%. The Food and Drug Administration requires that manufacturers of antidepressants include a warning that antidepressants can increase the risk of suicide in children, adolescents and adults under age 25. See antidepressants and suicide risk for more information. The size of the increased risk in "absolute" terms varies from person to person, because some people are more likely to commit suicide than others. But in a given case, the increased risk of suicide may not be worth the potential benefits.
If you're under 25 years old, particularly if you're an adolescent, it seems reasonable to try other methods of treatment before considering antidepressants.