Psychiatry is a lot of flailing around and trying different things, probably because we don't have a very good understanding of the exact nature of everyone's condition. Everything seems to help 10-20%. That group does not overlap, and effect sizes vary substantially between individuals.

I have had the experience of deep depression and starting a new medication that pulled me out of it, making me active and functional again. It may have been coincidence, but I doubt it. I then was able to get off that medication and enjoy my life again.