Hi brightsunnyday,
I just wanted to add my opinion here, as my depression is also completely cyclical and period related (read my intro post on the introductions section to see if it resonates with you). Basically I have 2 bad weeks, 2 good weeks, then 2 bad weeks, 2 good weeks again, rinse and repeat. The two bad weeks start as soon as I ovulate. Then as soon as I have my period, I inmediatly feel much better. The first two weeks of my cycle I feel quite optimistic, energetic, I can follow my diet with no issues, I exercise, I enjoy being around friends, etc. Then as soon as I ovulate is all the opossite, I feel exhausted, don't want to be around anyone, have lots of cravings, I am super emotional and dry at the drop of a hat, and my thinking becomes extremely negative and obscure.
I have found that having a healthier lifestyle has helped immensely. I know it sounds like a cliche but it has. Cutting out heavy carbs and junk foods, drinking a lot of water, having 3 balanced meals, exercising regularly, going to sleep no later than 11.30, waking up at the same time every day, having a healthy breakfast, listening music on my way to work (to avoid the stinking thinking). I also take daily complete range of vitamins and supplements: a multi vitamin, vitamin C, vitamin B complex, St. Johns Wort, a probiotic, digestive enzymes and omegas. I]m not saying this is the perfect formula of course, but it has helped for sure. I notice I have gained some of my strenght back, at least enough to get me to the gym at least 3 times per week.
And on the 'bad' days I am learning to use the techniques described on this website, to deal with the cognitive distortions.
Definitely see a doctor if you have not, specially if you have other physical symptoms such as exhaustion, headaches that won't go away, can't tolerate cold, etc. Depression can be caused by many physical diseases such as thyroid disease and lots of nutritonal deficiencies as is been suggested here. See a doctor, get a full blood panel done, and see what the doctor finds out!! Worst case scenario, there's nothing there but at least you will know that you are physically healthy and that alone is good progress :) A healthy body is a thing to be celebrated!!