Scientific evidence shows that physical exercise helps you build a brain that not only resists shrinkage, but increases cognitive abilities
Exercise encourages your brain to work at optimum capacity by causing nerve cells to multiply, strengthening their interconnections, and protecting them from damage. During exercise, nerve cells release proteins known as neurotrophic factors, such as brain-derived neurotrophic factor or BDNF, which activates brain stem cells to convert into new neurons. BDNF also triggers numerous other chemicals that promote neural health
BDNF also expresses itself in your neuro-muscular system where it protects neuro-motors from degradation. BDNFs activity in both your muscles and your brain appears to be a major part of the explanation for why a physical workout can have such a beneficial impact on your brain tissue. It, quite literally, helps prevent, and even reverse, brain decay as much as it prevents and reverses age-related muscle decay
Exercise also lowers the activity of bone-morphogenetic protein or BMP, which slows the production of new brain cells, while simultaneously increasing Noggin, a brain protein that acts as a BMP antagonist. The more Noggin present in your brain, the less BMP activity there is, and the more stem cell divisions and neurogenesis (production of new brain cells) takes place
Sugar suppresses BDNF, which helps explain why a low-sugar diet in combination with regular exercise is so effective for protecting memory and staving off depression
http://fitness.mercola.com/sites/fitness/archive/2012/05/18/exercise-benefits-brain-health.aspx?e_1