Why exercise won't make you thin is a very interesting article worth reading. When I think back to the miles I ran in preparing to run a marathon and a number of half marathons, I didn't lose several dress sizes. I was in great shape from the many miles of running each week. I did consume power bars and sports drinks while running long runs as your body needs the fuel to go the distance. On the ten plus mile runs, I felt sometimes like I was grazing the whole time. The funny thing is that I now walk every day and weigh about the same amount as compared to when I was running about four or five days a week.