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Melatonin. It's considered safe, normally produced by your body and there's very little tolerance (i.e., diminishing returns over time):

Watch out for melatonin, it might cause/increase depression (or depressive thoughts).

Source: Safety instructions on a box of melatonin pills.

Isn't it also the case that after 3 days of taking it that your body will produce it less? Or is that not true?

That is certainly the case with almost all hormones and compounds that are produced endogenously when they are supplanted: Down Regulation.

Always take the smallest dose of whatever you need to supplant in your body, for the effect you need to achieve :-)

Doesn't that disagree with the study posted above? Or do you have other data?