I have found that two things always count towards that badge. Swimming laps and dancing. You've listed swimming but I found that if you just go swimming around like in Sulani or one of the other swimming holes, it doesn't count, but swimming laps in a pool always does. I have an enclosed public pool lot that I use so it works all year round. And just turn on a stereo in the house and tell the kids to dance. It does take a while and you have to watch them to keep them at it since they will get distracted by something else, but it is a pretty easy way to get the 6 exercises to earn the badge.
Hope this helps.
Sadly dancing and swimming laps in a pool were both things I already tried with no luck. HOWEVER, I did age my child to teen and had him do allllll the exercises and it finally counted something- not actually sure which one triggered it in the end. But only happened after aging up.
