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Exercise is 100% the best bet to lose weight.

For a simple empirical study, ask every person you meet/know that is fit, and nearly everyone will say they exercise.

Specifically, cardio. If you're goal is to lose weight, you shouldn't touch weights until your BMI < 22. Just run or swim a few times a week.

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I don't think that's as universally agreed upon as you claim. I know of plenty of women who struggled to lose weight via diet and cardio, and then turned things round when they started eating high protein and lifting weights.

Diet + cardio with no strength work can put people into 'gotta make it through this famine' mode, where their metabolism slows right down to eke out the stores as long as possible.

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