I don’t know of any scientific evidence that supports the idea that a cold shower can improve deep sleep — and that’s probably not too surprising because the body takes care of sleep architecture all by itself.
When it comes to deep sleep in particular, this is the stage of sleep that is prioritized by the body — so very few people miss out on deep sleep for any significant period of time. Even if you are only getting a few hours of sleep, your body is likely getting all its required deep sleep. If you have a night (or a few nights) of absolutely no sleep, again the body will prioritize deep sleep when you do sleep — so you will spend more time in deep sleep.
Ultimately, sleep architecture is something that the body takes care of all by itself and it’s something we have no control over. So, worrying about sleep stages or trying to get more (or less) of a certain type of sleep usually only leads to heightened arousal and this can perpetuate insomnia.
On that note, the best way to improve chronic insomnia is by identifying and addressing the thoughts and behaviors that perpetuate insomnia — one of which is the attempt to control or force sleep!
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