By this standard we don't have much evidence based anything in medicine. The process of finding a treatment that works for you by just trying things and see how

By this standard we don't have much evidence based anything in medicine. The process of finding a treatment that works for you by just trying things and see how it goes is true for lots of illnesses. My MiL tried 20+ different drugs for her chronic fatigue until she found one that worked. Once you've been diagnosed with MDD and decide you're willing to try a medication the process of finding one that works and has tolerable side-effects starts. I don't really consider that to be "not evidence based." If you keep a medical journal while you try different drugs you're arguably doing science.