My depression is usually at its worst from December to the first week of February. I think this partially due to coping with the Holidays, the accompanying changes in routine and notion that this is supposed to be a happy time of the year. My therapist said the end of the year is also a time of contemplating one's progress and if it's been an especially tough year, which it's usually for me, one tends to get discouraged and feels inadequate.
Another thing is that during those months, the days are shortest and we stay indoors more due to the cold, getting less physical activity and sunlight. So all these factors affecting someone who's already depressed make it even tougher to recover. For me, even my medication seems to conk out during this time.
What my therapist suggested I do is to stop being so hard on myself about what I didn't achieve that year and not to even make New Year's resolutions. As much activity outdoors as the weather allows also helps the brain in making seratonin. And sticking to routine during the Holidays helps the mind cope with the stress in seeing relatives and the party atmosphere that leads to stress. Leaving a holiday gathering or taking a time out if it gets to be too much is okay as well.
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"There is difference and there is power. And who holds the power decides the meaning of the difference." --June Jordan