gain weight when exercise

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Okay I know this sounds really dumb. but I was losing weight for months, and every now and again I would hit a road block, and I would change routine, and I would start losing again. In the beginning it was 1-2lbs a week. then it slowed down to maybe 2lbs a month. Now its winter, and I have to admit, the month of Jan, well I really slacked. I watched what I ate, but I didn't really exercise. I didn't gain any weight. I still lost weight. I was down to 158lbs. This week I started working out again. I have been doing the elliptical, and yesterday I did the wii shape and elliptical. I have been staying at or slightly under my calorie goals. drinking plenty of water.

the problem is the days I exercise, the next day, I gained 2-3lbs. the days I don't exercise and just watch what I eat, and my weight goes back down. Why is this happening? its very frustrating when I get up at 5am to exercise, and then I get on the scale and I'm back up to 163lbs.

and no its not my time of month. I always gain at my time of month. but thats not the case.
and I know I should weigh in every day. but I have been doing it for months and it works for me.

I just think its really odd, that I gain weight when I exercise, and lose it when I don't. Any idea why this is happening?