By substances, you mean those drugs taken by athletes. These drugs are performance enhancing drugs, including anabolic steroids, stimulants, human growth hormone and diuretics. Anabolic stereoids help build muscle mass, Stimulants increase alertness and decrease appetite. Human Growth Hormone is taken to improve endurance and strength. Diuretics are banned because they tend to cover other drugs in urine test, and they cause rapid weight loss.
