The President does not have a "economic depression on/off" switch.
The Great Depression started only a few months into Hoover's term. There's a lot of opinions on what exactly created the crash but the general TLDR is it was multiple long standing factors finally coming to a head; what factors had what weight is up to economists to argue. That aside, a crash like that is not the kind of thing that can easily or quickly be undone.
Under Hoover, the Smoot–Hawley Tariff Act was passed (as we all learned from Ferris Bueller's Day Off) and it was a mistake. It was however an attempt to solve the Depression, if you're looking for an example of a political attempt to fix things.
Hoover lost to FDR, but it's not like FDR instantly undid the Depression. There were numerous ups and downs under FDR, critically with unemployment remaining high until 1939. The Depression ended in 1939 when WW2 breaking out in Europe created a demand for American manufacturing, which is external global events creating an external demand.