I"ve heard that weed changes the way your brain releases dopamine. From personal experience, low dopamine levels can definitely cause depression. To counter this you could take an L-Tyrosine supplement, which is a precursor to dopamine.

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I have mild ADD and am on Vyvanse (l-amphetamines, like Adderall); I noticed that it seemed to deplete the dopamine in my brain and I would crash in the evenings. I took L-Tyrosine and the problem went away.