[brutos]

These studies are usually done as cohort studies. Meaning the study group shares a defining trait (such as the same date of birth).

Obviously this is not as great as a double-blind study. But you can't let one group do real exercise and the other one placebo exercise. So the cohort study is probably the best possible study design in this case.

The people doing these studies try very hard to minimize biases (sometimes failing, but ruling out every possible biases is hard).