A study at the University of Toronto, using well over 25 years worth of data has found that exercising, even if minimally, can reduce episodes of depression.

Dr. George Mammen , the lead researcher found that even walking 20 minutes a day can improve mental health over the course of many years.

From a hypnotist/mentalist standpoint, we ask;  why does this work?  Aside from the physical factors of releasing endorphins, this is an accomplishment, a short term goal that is made and met with relative ease.  Anytime you can set a goal, and complete it, your subconscious deciphers this as a positive, and wants more.  In turn, the subconscious pushes optimistic feelings to your conscious.

So anytime you can set and complete a goal in short order the more refreshed your overall being becomes.