Do you know the best exercise for your brain? Actual exercise. Running increases neurogenesis[1] more than anything else. [1]: https://www.nytimes.com/2017/10/04/well/move/for-your-brains...
Amusingly, I would not be surprised to find some people need both. In particular, exercise is boring. Very very boring. Anything that can help with concentration during boring tasks is useful. Obviously, that is my experience. Ymmv
"Thrill Of The Fight", "Holopoint", "GORN" or similar games are a lot of fun and are at least a moderate workout. I've literally just finished a half-hour session of GORN, I'm fairly sweaty, and I wasn't bored once.
(I also recommend similar things in IRL with Actual People, but I'm aware that those tend to be both more intimidating and harder to fit into a pre-set schedule.)