For my depression(s) I have previously found two methods that have helped. One is a breathing exercise, any meditating method such as breathing through bones meditation or 100 points meditation, or just focusing on your breathing...yoga. the thing about breathing methods is that for me, after a while of focusing on breathing emotions started to build up and I would cry a lot. But I think that is sort of washing away the depression little by little by unraveling the build up emotions.

Actual exercice, I found regular sweating up helpful. But that was helpful for when the depression wasn't so intense. I went jogging for 30 minutes every day, to the woods. I think it was partly a grounding method. I later found out that my depression was a whirlpool of spirits attachments, other peoples emotions and all that. I had a device that recorded the heart rate, distance and speed and would give a goal to achieve. Achieving something can help.