For most people, depression is related to genetics (an inherited tendency to depression) and environment (stressful or traumatic events, either now or in the past). We can’t change our genes and we can’t change our past. And—just as you say—we can’t always change or avoid our present stresses. So we don’t usually talk about a “cure” for depression. But we do talk about recovery and wellness. Even if you have had chronic or recurrent problems with depression, recovering or getting well is certainly possible.
The path to recovery is different for every person, but there are some common ingredients. For many people, treatment from professionals (medication, psychotherapy, or both) is an important part of a wellness plan. But treatment from professionals is rarely enough. Self-care or wellness practices like regular sleeping patterns, regular physical activity, and a healthy diet are just as important as traditional treatment. And recovery is broader than reducing symptoms or illness. Recovery is about finding the positive things you want in life—in health or work or recreation or relationships. A central idea of recovery is that positive changes are possible, even if negative things (like symptoms or illness) are not completely gone.
We do know that the long-term course of depression is, on average, positive. Many people who have frequent depressive episodes in early and middle adulthood find that depression is less severe and less frequent later in life. We don’t know if this is because of changes in biology with age or because we do keep learning and growing throughout adulthood. This pattern (depression getting less severe in older years) doesn’t hold for everyone, but the overall or average pattern is that things get better.