On: A Wandering Mind Is an Unhappy Mind (2010) [pdf]

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I think I saw something about sleep deprivation has been shown to temporarily greatly relieve symptoms of depression for a day to a week or so.

Chronic sleep deprivation has the opposite effect though, so it isn't the most practical.

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Out of the symptoms of depression is excessive sleep which messes up your bodies biochemical rhythms, so sleeping less can help with that