Do you know you linked to the protocol for the study that I already linked to?

People keep saying there's a link between exercise and improvement in depression, so Cochrane wanted to research that. To justify the cost they have to do preliminary work to show there's a need and that there's some credible evidence. That's what you linked to.

Once they actually did the work (and they've done it twice now) they say that high quality studies don't show a statistically significant effect for treatment of depression.

Again: this is another example of your bias. You're not reading all the research (there's no way you read the source you linked in the time it took you to answer), and you're grabbing the first source that you think supports your point, rather than reading all the evidence and then coming to a conclusion.

Here's what you linked to: http://onlinelibrary.wiley.com/wol1/doi/10.1002/14651858.CD005615/full

Look at the tenses used:

Outcomes will be measured

Major outcomes will include

We will search

These are all things they are going to do, not things they have done.

Look at the (more recent) studies I linked to: they've done the things they said they were going to do in your link, and now they've done that they've found that exercise is less effective than medication or therapy, and has no statistical effect when you include only good quality studies.

Nobody is saying that exercise is going to cure mental health issues

But they do say that; they've said that in this thread and they say it in this sub; they say it frequently all over the place. And the evidence does not support them.