The exact physiological mechanisms to explain how exercise improves stress have not been delineated. Human and animal research indicates that being physically active improves the way the body handles stress because of changes in the hormone responses, and that exercise affects neurotransmitters in the brain such as dopamine and serotonin that affect mood and behaviors (9,11). In addition to the possible physiological mechanisms, there also is the possibility that exercise serves as a time-out or break from one’s stressors. A study that tested the time-out hypothesis used a protocol that had participants exercise but did not allow a break from stress during the exercise session (5). Participants were college-aged women who reported that studying was their biggest stressor. Self-report of stress and anxiety symptoms was assessed with a standard questionnaire before and after four conditions over 4 days. The conditions were quiet rest, study, exercise, and studying while exercising. These conditions were counterbalanced across participants, and each condition was 40 minutes in duration. The “exercise only” condition had the greatest calming effect (5). When participants were not given a break from their stressor in the “studying while exercising” condition, exercise did not have the same calming effect.
If brainwave entrainment leaves you with unwanted side-effects (see below) or discomfort, you’re probably encouraging a range of brainwaves that are already excessive in some area of your brain. The way around this is to get a brain map to see what your brain’s strengths and weaknesses are, and see what (if any) brainwaves could use some encouragement. 
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