Exercise has innumerable health benefits, but losing weight may not be among them. A provocative new study shows that a substantial number of people who take up an exercise regimen wind up heavier afterward than they were at the start, with the weight gain due mostly to extra fat, not muscle. But the study also finds, for the first time, that one simple strategy may improve people' s odds of actually dropping pounds with exercise. As we all know, the fundamentals of weight loss should be simple. Burn more calories on any given day than you consume and, over time, you will lose weight. Theoretically, we can achieve that desirable condition by reducing the number of calories that we take in through dieting or by increasing the number of calories that we consume through exercise. But in reality, most people do not achieve or sustain weight loss, no matter what method they try.