How do you make your HDL cholesterol level go up? Exercise?

Diet & exercise. Moderate exercise (about 30 minutes five times a week) reduces LDL cholesterol and raises HDL cholesterol. Smoking can lower HDL levels, so stop smoking if you do. Eat lots of fruits, vegetables, whole grains and lean sources of protein. Include monounsaturated fats in your diet- olive oil/canola oil. Moderate consumption of alcohol may also positively impact HDL levels. 1 glass of wine a day.
Not easy. Unfortunately there are no consistent effective ways of increasinghdl. Smoking cessation, exercise , weight loss can help. There are research trials looking at meds to do this but we are not there yet. Niacin can be effective but is not well tolerated over the long run.