Yes, it is possible to gain weight, but you are correct that the general trend is that advanced cancer also leads to weight loss. There may be some patients with stage IV cancer but have minimal symptoms (to no symptoms at all), so during such times, weight gain is pretty likely.
There are some people though who may gain weight in terms of fat but the muscles are wasting away. Hence, in this case, the weight gain is not really a positive thing. The desired weight gain would be in terms of muscle mass, affording a more active quality of life. Even for other cancers, simple weight gain doesn’t really translate to better outcomes.
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