I think everything you're saying is right, and in fact you may have gotten yourself better through your mental habits. I have learned some "interventions" through practice, I think of them as habits like hand washing. You can't wash away a cold infection, but you can get it off your hands before you touch your face, so hand washing is an incredibly important way to fight the common cold.
All the little things help, from teaching yourself to intervene when a mood starts to swing negative, to challenging negative explanations and beliefs, to working on core beliefs, to drugs, endorphins, everything.
Depression is a tricky thing. The most valuable skill I ever learned is being able to mentally catch it early and reverse the thought processes before they become a problem.