There has been a study which has linked increased levels of physical activity can help prevent future episode of depression, even for those who are genetically predisposed to the condition. The study at Massachusetts General Hospital found that people who engaged in several hours of physical activity each week are less likely to have future depression. 

https://www.houstonchronicle.com/lifestyle/renew-houston/health/article/Study-links-increased-physical-activity-to-14844216.php

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