There is the obvious stuff. Being healthy improves the quality of my thoughts. Being fit improves self confidence. Focusing on positive thoughts creates less stress. There are specific exercises that help relieve stress and activate neural networks for communication, comprehension and organization. Educational Kinesiology, or Brain Gym, was developed to help kids with learning disabilities. Exercises that activate and relax our respiratory, circulatory and neurological systems are useful for adults as well.
It's common sense and science that exercises affect my body which affects my mind, my brain has functions related to different areas being stimulated, and physical anchors help me enter different states of mind, at the least. The proof is in what I can do with this. It seems fun to try.