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"It is a scientifically proven fact that highly intelligent people are prone to (clinical) depression, neuroticism, and anxiety disorders." 

I mean, I'm not against science here, but since a more intelligent person would make better choices on the average by definition, and better choices lead to a better life, then I would expect to believe that more intelligent persons would suffer less from depression and anxiety rather than more as a better life would be less stressful. 

No, intelligence does not make depression. They are related. They do not change each other directly. Personally, I felt more depressed over matters I had with no solution. Solving the problem relieves the anxiety. We can be smarter after the experience than during the experience. No solution is the motivation to get smarter. Ultimately the journey's end is greater than any means because then you know the solution works.

Depression is not an indication of superior intelligence. People who make such claims are typically only rationalizing their compulsion to go on clinging to their own attachments and self-destructive behavior. Although pain is one of life's greatest teachers. The man of intelligence is neither averse to pain nor does he go on clinging to painful psychological memories which may perpetuate/cause him unnecessary suffering. 

What I've found extremely annoying is so many superficial people donning a *depressed look* to appear more intelligent. They make the world think depression is not real and all depressed people are attention-seeking posers.

The concepts of happiness and unhappiness only perturb the mind whenever we carry a specific idea about *how* to live. The desire for happiness creates the *how to live*. Desire needs the future to exist. What does that mean? It means that you cannot desire from the now. A bridge is needed from here to there; from the present to the future. Desire is that bridge. The bridge is only a projection of the mind. The bridge does not exist in reality. In order to desire anything, you have to project yourself into the future. And the future doesn't exist.

The future has never existed. By the time the future arrives, it is already the present. Hence, the feelings of disappointment and despair (unhappiness) that you ultimately feel whenever things don't go the way that you had planned. So depression is *not* a matter of intelligence. It is simply a failure to recognize that time is an illusion. And if you are too caught by your desires you will go on finding excuses to protect your illness.

You might not depressed. Well at least not a chemical-clinically-problem since the thoughts you spin around in your mind are part of the problem. We are brought up to live in a dream, a fairy tale, and the way out of it is to observe and reveal the lies in our own minds.

Intelligent people may be more sensitive, but that doesn't necessarily mean they are more susceptible to depression; it just means they feel more deeply than someone of lesser intelligence. In any case, we all suffer under the same weight.

"How is depression simply a failure to recognize that time is an illusion? Even after realizing that oh so mystical metaphysics, many, many people will STILL struggle at least on occasion with depression?"

Of course. It is at most a conscious effort. Some days I lie around in the bed and stare at the wall I'm so depressed. I could resist this uncomfortable feeling and perpetuate my suffering for several days, but because I consciously choose not to resist the suffering and remind myself that the feeling will pass, the feelings of depression are usually gone by the next day.

There are of course those life circumstances that cause us to suffer for more than 'twenty-four' hours. For example, I lost my mom back in 2015. It took me a good six or five months to pass through the grieving process. I am still grieving for months after of course, but I am referring to those initial ups and downs that consume the better part of your day. But even then I reminded myself that this too shall pass. I just wasn't foolish enough to expect the suffering to go away after just a few days. No, I believe we have to go totally into the grieving process in order to grieve properly. And of course, everyone grieves differently.

There are no hard rules about it. It takes as long as it takes. But you know I'm not gonna feel guilty if I find something to smile about two days after my mom has died. No, I believe that grief and praise are inextricably linked. And our loved ones who are gone would want us to cut up and laugh just as we always did.

So yeah I'm not advocating for any permanent state of bliss in this matter. I do believe it is possible to be in a permanent state of bliss, but I'm definitely not there yet. Being in a constant state of bliss would bore me. Pain is what motivates me sometimes. Lack of continuity is why people don't like the idea of constant bliss. But there is also a kind of relief when knowing life does go wrong.

We all have our own coping mechanisms. One way of coping with depression is learning to be more present. One way to do that is to accept that this too shall pass. Just like happiness, unhappiness is fleeting. Expecting something which is fleeting to go on lasting without end causes suffering. Deluding yourself into believing that you know anything about the future causes suffering. No one can tell anything about the future. We make plans and God laughs. Accepting that control is an illusion allows you to refrain from engaging in the infinite complexities of self-definition and misidentification.

Don't forget there's emotional intelligence too. Thinking helps me see a bigger picture, so to not dwell on one spot. But I suspect when I manage to rise above intellectually, my EQ will take a hit to make room for all the rational thinking, which may further contribute to feelings of despair and alienation in the long run. It is the infinite nature of a thought that causes problems, the ability to discern the problem of one that has a solution and one that does not, that drives the intelligent people to anxiety, it is overwhelming but one can grow out of it. 

Intellectuals are more inclined towards mental disorders, but because they are so intelligent they tend not to be too badly affected by them and just get on with their lives. The average human on the other hand...