One addition I made to the CT techniques was visualizing my emotions as having distinct personalities –– Anger, Sadness, etc. I got this idea after watching the recent Pixar movie. It's silly but it really helps to picture your emotions as people who have their own agendas and are trying to manipulate you into carrying them out because then your depression becomes a people management problem. Consider the difference: 1) how can I manage Anger, Sadness or Fear so they don't drive me nuts? 2) how can I cure my depression? The first one is actionable, and the second one is not.
Despite having good results with CT, I'm convinced there is no magic cure to depression. You only manage it all your life. But that's a good thing because it means depression management is a skill you can cultivate, and that gives me hope.
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[0] http://www.webmd.com/depression/features/cognitive-therapy