There are three major lifestyle things that psychiatrists and therapists harp on when it comes to bipolar, depression, and anxiety. Those three things are sleep, exercise, and diet.
There is very little evidence that any of those things can pull you out of a cycle, and the point is moot anyways, as anyone who has ever been depressed can tell you, you can’t control your sleep, you don’t care about your diet if you are even eating, and there is no way you can possibly put in an effective workout.
But that isn’t the point. These three things are viewed as a prophylactic measure that you can employ when you are feeling good to keep you feeling good.