The Sabbath is first and foremost a day of rest The word “Sabbath” comes from the Hebrew primitive root shabath and means, “..to repose, i.e. desist from exertion.” Since exercise and sports causes a person to exert themselves physically, this activity would violate the Sabbath command.
We find a secondary reason from Isaiah 58:13: “If thou turn away thy foot from the sabbath, from doing thy pleasure on my holy day; and call the sabbath a delight, the holy of Yahweh, honourable; and shalt honour him, not doing thine own ways, nor finding thine own pleasure, nor speaking thine own words:” We believe doing our own pleasure prohibits activities such as exercise and sports, in addition to other worldly and personal activities that don’t focus on the Word. The Sabbath is a day not to focus on the mundane or the world, but on Yahweh’s Word.
For the above reasons we would caution against any activity that causes exertion or may be seen as our own pleasure apart from Yahweh’s Word.