The Role of Sports in Building Resilience: A Machine Learning Approach to the Psychological Effects of the COVID-19 Pandemic on Children and Adolescents

(1) Background: This study evaluated whether physical activity and sports serve as a protective factor in mitigating COVID-19 pandemic long-term consequences. (2) Methods: A survey of 1702 participants (8-18 years) used the Impact of Event Scale (IES), Generalized Anxiety Disorder Scale (GAD-7), and Center for Epidemiological Studies Depression Scale for Children (CES-DC). Participants were categorized based on their engagement in sports, cultural activities, or sedentary behaviors. Statistical analysis included non-parametric tests, CHAID models, and clustering. (3) Results: In total, 65.5% of participants experienced minimal to mild anxiety, and 34.5% reported moderate to severe anxiety. The main predictor of depression is the sample age, followed by the training experience. Depressive symptoms were identified in 71.3% of participants (75.7% adolescents; 64% children). Adolescents with longer training experience (67.6%) showed lower depression compared to those with shorter experience (77.2%). For post-traumatic stress, 38% of children and 46% of adolescents exceeded cut-off scores for significant symptoms, with age and training level identified as key predictors. Among children, sport experience with low weekly frequency was associated with the lowest depression rates (59.5%). (4) Conclusions: Four years after the pandemic, a high percentage of anxiety and depression disorders is observed in the youth population, particularly among adolescents. Sports appear to slightly alleviate this serious condition.