Exercise only would work, very slowly, if two things happened:
1) You didn't start eating more. VERY hard not to do this, because you feel like you deserve to eat, and because you are hungrier. And it doesn't have to be a lot more: a few more french fries, an extra half-serving spoon of mashed potatoes, a slightly heavier hand with the peanut butter knife, and boom, all the burn you accomplished that day is canceled out.
2) You weren't currently gaining. I think most people who aren't watching their weight are gaining weight, even if it's slowly--that's what "middle age spread" is, that extra 100 calories a day that adds just a little every day but adds up to 10 lbs a year. For a lot of people, exercise may cancel out the slow gain they didn't even know was going on, but it's not going to be enough to cancel out that gain and create a loss.
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