The theory of losing weight seems like a no-brainer: eat right and exercise to burn more calories than you put in your body, but a new study shows that a lot of people who start to exercise end up gaining weight - and no, it isn't all muscle!

Get ready for a total bummer: most people do not lose weight or keep the weight off, according to The New York Times. Studies have found that people lost barely a third as many pounds as they should have per calories burned during a workout. Studies also show a wide range of weight loss or gain between individuals who follow the same program.

A new study, conducted by scientists at Arizona State University in Phoenix and published last month in The Journal of Strength and Conditioning Research, enlisted 81 healthy but sedentary adult women. Based on B.M.I., all the women in the study were overweight and none had exercised regularly in the past 12 months.

The participants were told they were involved in a fitness study and were instructed not to change their eating habits. The fitness regime included walking on a treadmill for 30 minutes at a pace that matched 80 percent of their endurance.

The study lasted 12 weeks.

After the 12 week program, all the women were more fit, but many of them were fatter. About 70 percent of the women added mass from fat and some gained as much as 10 lbs. of fat during their 12 weeks of exercise.

"Some past studies of dieting had indicated that women who weigh more at the beginning" of a fitness program "tend to lose more weight during the program," said Glenn Gaesser, a professor of nutrition and health promotion at Arizona State and lead author of the study, according to The New York Times.

However, study researchers did not find a correlation between the beginning weight total and ending weight loss or gain.

Researchers did discover that those who lost weight after four weeks continued to lose weight, according to The New York Times. "What that means in practical terms is that someone who wants to lose weight with exercise" should check their weight after four weeks, Gaesser said, according to The New York Times. If you weigh the same or more than you did a month prior, you should "look closely at your diet and other activities."

The study did not track eating habits outside the laboratory, according to The New York Times, and it is possible that the women who gained weight may have eaten more and moved less when they weren't on the cardio machine.

The most important thing to Gaesser, according to The New York Times, is the increased fitness of the women who participated in the study. "Fitness matters far more for health than how much you weigh," he said.