I've done work in that exact area, looking at what protective factors might be related, for those who have experienced trauma and adversity, to better mental health and substance use outcomes. We look at protective factors at the individual level, school, family and community as well.
We found in a number of studies that physical activity and a sense of belonging—it could be belonging to a sports team, having that sense of community—does have an impact on reducing poor outcomes. We see it for kids who have experienced trauma and maltreatment, but sometimes the effects can be greater if you have also experienced that trauma and maltreatment.