@pjf in this meta-review walking or jogging have the largest effect against depression, and the error bars don't even cross into null hypothesis territory (i.e. very likely a real effect).
https://www.bmj.com/content/384/bmj-2023-075847
https://www.bmj.com/content/bmj/384/bmj-2023-075847/F1.medium.jpg
Further down in the paper is stunning data showing dancing outperforms everything else against depression, but they don't include it, presumably because the n is small.
Exercise generally is a v powerful medicine no drug company will shill for.
Best of luck!
@chris @pjf so much this and +1 can confirm dancing classes double plus good