No, there is no evidence at all. However, the medication I have been taking, is known to improve the ability to focus in people with a certain DNA marker. And I have that DNA marker and I take this medication. The same goes with tDCS, over and over it is proven to improve certain brain functions, I have been using this device for the last 3 years now, the device has built in checks that show me that the current is actually going through my skull, I've seen the studies that show the flow of the electrons and I know where the electrodes are placed. I think we can make some assertions on the effects this has had on my brain?
Regarding the minor issues, I sometimes have small bouts of depression, nothing too bad really, I never contemplate suicide for example, but still, it is nice that after a tDCS session these depressions tend to disappear. It could be coincidence, but there are research papers http://www.tmslab.org/publications/165.pdf that also seem to imply that tDCS helps with depressions.
The mental exercise consisted mainly of no longer using my episodic memory (I have very limited time related memory storage, it's really pathetic in some sense) and reading hundreds of audiobooks on the following topics:
Psychology, Early Roman Civilization, Early Christian Religion, General History, Battle Tactics, Modern Warfare, Late Christian Religions, Philosophy, Story Telling, Programming (well, I just learned that on the computer, not with an audio book).
As a result of doing that for a long time (over 10 years), 5 hours per day, I am now a theoretical subject matter expert on a wide range of topics.