Doesn’t it seem that all these studies can go either way? Maybe the opposite is true: being depressed means you don’t give a damn about your body/health and so you just eat junk. That sounds pretty logical to me. What depressed person wants to spend the time to cook a healthy meal?
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You are on to something. When my SADs kicks in I either eat what comes to hand or don't eat at all.
However I have found if I eat healthy (Light on refined sugar and refined flour, heavy on the lean meats and veggies) the rest of the time that the episodes seem to be lighter. Same with exercise. If I can get myself in the rhythm of light exercise daily SADs doesn't hit as hard or as heavy when it does hit.
The thing is that making those changes after depression hits is pretty close to impossible without help. You just don't care enough to do anything that takes any extra effort. However, bad eating, bad sleeping habits and no exercise will not cause depression. It just weakens you so you are more susceptible.