If you can figure it out definitively, congratulations on your Nobel!
In psychiatry, we like to talk about the bio-psycho-social model.
So, bio - do you have a family history of mental illness? Is there a medical reason that you're depressed, such a certain drugs or a hypoactive thyroid? Beyond that, are there problems with your synapses, transporters, the way your brain is wired?
Psycho - this covers developmental problems and other psychological comorbidities
social - what's your social system like? Do you have adequate support? Do you have additional social stressors?
The balance will be different for different people, but the take home is that depression is not just one thing; it's a multifactorial disease. Getting better may require treatment along more than one dimension.
I'm pretty fucked on all of those. Particularly bio/family. Both maternal great grandfathers were crazy violent drunks who had even shittier parents themselves. My grandma, having grown up in a terribly abusive childhood, is a bit crazy and has been on some forms of anti-depressants since before I was even born, but stories from my mom's childhood involve an awful lot of her being highly depressed and often threatening suicide. Luckily she rarely has been that way since the grandchildren came along, but after breaking her hip, that side came back a bit. My grandpa is bi-polar, had to be institutionalized for a few months a few years ago and seems to have been fine since then, but is always on the brink of going manic and gets completely, consumingly obsessed in a hurry. He spends 16 hours a day playing online card games and will miss doctor's appointments and sometimes even eating to make sure he doesn't get booted from games.
One aunt is also bi-polar, a bit more extreme than my grandpa. Of her 3 kids, one is borderline bi-polar, the other two have been depressed most of their lives. The other aunt has had severe depression since she was a teenager. I've never known my mom not to be depressed. She also had had thyroid problems since her 20s (nearly 50 now). I myself grew up in an extremely tense household. Not abusive in anyway, not physically, emotionally, or verbally. Just tense. My step-dad and I lived in the same house and didn't speak to each other for about 10 years. That's a lot of tension built up. I'm not sure how my younger sister is. I kind of missed out on her growing up while I was busy locked in my room and I moved to in with my grandparents before I was out of high school. She seems a lot happier than any of the rest of us in the family, but I only really see her at holidays.
I distinctly remember being in 3rd grade on a field trip and being asked by another kid on the bus why I was so sad all the time. That's what, like 8 or 9? I really don't remember a whole lot before that, so I've more or less been depressed for as long as I can remember. My normal is depressed, although I've had a few severe periods that got pretty dark. I don't even know how to not be depressed at this point in my life. The last four months or so I've faded in and out of severe, lying on the floor and my base line depression. And so fucking irritable. It takes everything I have to not tell people to fuck off when they talk to me. Even family members.
I don't really have a support group to speak off. Especially since I lost my job, since that was really the only time/place I socialized with anyone. One person has kept in contact with me, and she's my ex girlfriend (ended on the best of terms), but she's been dealing with her own depression and I've only actually seen her once since July. So all the people I did talk to at work moved on once I wasn't there. To be expected, I guess. The other one true friend I have has a boyfriend that absolutely hates me and picks fights whenever she talks to me (even though we've known each other for years before he was around and he wanted to be best bros with me before he left her and then came back, now I'm the enemy or something), so she cut me off for the sake of keeping her household and kids from having to deal with stupid arguments all the time. That one was the worst, because she's essentially my best friend and really the one keeping me reasonably sane. And then she completely cut me off with no warning because she wanted to make it work with the father of her kid, and he all of the sudden couldn't handle me being her friend. It was weird. I've talked to her a handful of times, as he's in the process of moving back out, but the only time I've seen her was a random chance of bumping into her while grocery shopping. She's my bro. She couldn't be there for me when I was going through one of the worst periods I can recall, and that hurt a lot more than I'd care to admit.