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4. Exercise machines may not tell the whole calorie story.

Treadmills and other exercise gear often have monitors that estimate how many calories you're burning.

Kong Chen, director of the metabolic research core at the National Institutes of Health, says those displays are "close, but for each individual they can vary quite a bit."

Chen suggests using calorie displays on exercise equipment for motivation but not as a guideline to how much you can eat.

"It doesn't matter if the display says 300 or 400 calories. If you do that every day or increase from that level, then you've achieved your purpose. But I wouldn’t recommend feeding yourself against that," Chen says.

Those machines don't account for the calories you would have burned anyway without exercising.

"It isn't 220 calories for those 40 minutes of exercise versus zero," Kushner says. "If you were sitting at work or playing with your kids, you’re probably burning 70 calories during that period of time. You have to subtract what you would burn if you didn't exercise. So the overall calorie burn becomes much less."

5. One daily workout may not be enough.

Your best bet for your weight -- and for your overall health -- is to lead a physically active lifestyle that goes above and beyond a brief bout of exercise.

"It's not just about 30 minutes of exercise," Chen says. "It's about fighting the sedentary environment."

"The message isn't that the 30 minutes on the treadmill isn't good," Hill says. "It's that the 30 minutes on the treadmill isn't going to make up for 23-and-a-half sedentary hours." Hill encourages people to weave activity throughout their day. "Do something to move and make it fun," he says.

Chen also recommends setting realistic expectations and taking "small steps all the time" toward your weight goal.

As much as calories-in vs calories-out matters, don't forget about stress, sleep, and other factors that can affect your weight, Williams says. "We need to look at someone's total lifestyle, not just whether someone hits the gym," she says. "Weight and obesity are really multifactorial, and it really simplifies it just to break it down to nutrition and exercise. Those are really big pieces but definitely not the only pieces."

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