It is true exercise releases endorphins which improves mood. However, research indicates this effect is only for a few hours. As you pointed out, it was the effects of the antidepressant that helped you want to exercise again in the first place. As you also mentioned, some of us therapists suggest a client try medication for 6 months. But that is at a minimum, and you should never just stop without tapering off, and a doctor’s guidance. As Jeff Burton stated, why not use every tool in your arsenal to combat depression?