I suffer from bipolar and when the depression sets in it is very dark. The reason they suggest exercise as a way to combat the symptoms is because exercise for one helps combat the nasty side effect of weight gain caused by the depression and the medication, but also it has to do with the way the brain works. When we exercise the brain releases dopamine which is the happy hormone. Any exercise can do this really. Other ways that can help with depression are solffeggio tones. The higher ones help me but here is a website explaining what the different ones do
https://attunedvibrations.com/solfeggio/
Before you dismiss frequency and vibration here is a youtube video that explains why they are so important.
https://youtu.be/_aeeNMk04l0
There are tons of scientific studies regarding this subject you can find on google and scholar google.
Meditation with these frequencies. I know when you are in that frame of mind that last thing that would seem to be a good idea is to meditate after all who wants to look in when it is so crazy in there, but if you do it dont look in just clear your mind and focus on your breathing if you stay focused on your breath your mind will shut up because you are actively thinking and focusing on your breathing. I do this and just let the solffeggio music wash over my brain. I usually end up in a state between sleep and awake for like an hour. When I stop I do actually feel better and my brain is much calmer.
I hope this helps.
Namaste`