I was sad from Nov - Mar, but I was not clinically depressed. I was doing all the healthy things I could do to get my energy and spirit back on the right track in my life. And while I was not immediately joyous as a result of these efforts, I learned that by sticking with the program, my program of healthy and conscious living, I could have all the things I wanted in my life.
What I am learning in my recovery from depression and anxiety is that my feelings are never the complete answer. And often, my feelings just are. If I can separate from them just a bit I can see myself as safe and healthy, even as my bear-feelings are shrieking, "Holy crap, you know what happens when things start feeling this good!"
Get your butt on the trail to recovery and fitness at that same time. And then, if you don't, don't sweat that either. It's easy to be hard on yourself during the holidays. But your own peace of mind, and your own acceptance of yourself, just as you are, is the most important thing you can learn this season.
The trick is breaking the cycle. My little death pony had me on his back and was telling me all kinds of lies about my failures, my upcoming failures, and my ultimate demise as a failure.