Well, I don't know that I can answer your question, ChaoticSymphony. For me, such mental states as depression, agitation, etc. just seem to sneak up on me. I'm in them before I even realize that they've developed. By then, I wouldn't say it's too late... but just that it's too late to ward them off before they set in (because they've already done so!) So then it's a matter of finding my way back out.
Perhaps it's just that it's one thing to know something intellectually. It's something else again to be able to put it into practice. I do also think there is an element of "non-mindfulness" at work here. Instead of being grounded in the here-&-now, our minds tend to be off thinking about other things. So when a mood, such as depression or agitation, sets in it comes as a surprise to us. Were we able to be more mindful, we would perhaps see these moods coming. Then we would not be surprised & could ward them off before they could get a grip on us.