The main purpose of this research study is to determine if the use of a nutritional supplement and exercise improve or worsen cachexia.

In this study the investigator would like to better understand how cachexia may improve or worsen, and how exercise and nutritional supplements may impact this process. The investigator would like to see whether a nutritional supplement (Remune) with or without a walking and progressive resistance exercise program (EXCAP©®, Exercise for Cancer Patients) can improve symptoms in patients with lung or gastrointestinal cancers with weight loss and cachexia. The investigator would also like to find out if this nutritional supplement and exercise intervention improves physical performance, day-to-day function, quality of life, and how the supplement and/or exercise may affect different markers in the blood over time.

Inclusion Criteria:

• Be over the age of 18 years and have a primary diagnosis of colorectal, esophageal, gastric, pancreatic, biliary tract cancer (includes cholangiocarcinoma, gallbladder cancer, and ampullary cancer), or Non-small cell lung cancer (NSCLC) with plans to initiate systemic chemotherapy, targeted therapy or immunotherapy within the next 4 weeks after enrollment.
• Have been diagnosed as having an unresectable cancer with no plans for surgical intervention during the active study period (12 weeks).
• Have an ECOG performance score of 0 or 1.
• Have a life expectancy of >3 months as determined by their primary oncologist.
• Have experienced at least 2% weight loss of the patient's reported previous body weight over the 6 months prior to enrollment.
• Have permission from primary oncologist to engage in low to moderate intensity exercise regimen.
• Be able to read English (since the assessment materials are in printed format).
• Be able to give written informed consent.

Exclusion Criteria:

• Have any of the following limitations: unable to perform low-to-moderate intensity exercise regimen.
• Have had major surgery (excluding diagnostic procedures like laparoscopy, EGD/EUS, esophageal stent placement) in the past 4 weeks.
• Be experiencing dysphagia that requires enteral or parenteral feeding for nutrition.
• Be enrolled on hospice at time of consent.
• Be engaged in an active exercise routine by being identified as in the Active or Maintenance Stage of exercise behavior as assessed by the 1-item Exercise Stages of Change Short Form (67).
• Use of nutritional supplements containing EPA/DHA within 2 weeks prior to screening
• Current Use of Vitamin D supplementation or St. John's wort that can influence efficacy and safety parameters. Chronic treatment (>12 weeks prior to screening) with multivitamin tablets is allowed (vitamin tablets must not contain more vitamin D than 150% of the recommended dietary allowance [RDA]).
• Known hypersensitivity or allergy to any of the study products. Specifically, patients allergic to milk, fish or shellfish will be excluded.
• Have AST/ALT >3x upper limit of normal (ULN) or >5xULN in those with liver metastases, Serum creatinine >2x ULN, Absolute Neutrophil Count <1,500/uL, Hemoglobin <9, Platelet count <75,000/uL at the time of baseline blood draw or any other Blood chemistry or hematology lab abnormalities that would exclude them from being able to receive standard chemotherapy or interventional clinical trial.
• Have uncontrolled Diabetes Mellitus as determined by primary oncologist or PI.