The article linked to in this blog post at "and sometimes tea" completely meshes with my experience: Exercise does not actually help you lose weight very well on its own, but it's worth doing anyway.
This is why it is so important to exercise for the sake of exercise, and completely forget about exercising in order to lose weight. It is worth doing even if you don't lose a single pound. It would be worth doing even if it made you GAIN weight.
(Thanks to reader Charlotte for the pointer)
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