This water weight exercise will help you strengthen your arm and shoulder muscles while in your swim spa. Grab two dumbbell water weights and get into the deep end of your swim spa. Turn the current on and start walking towards the other side of the pool. As your are walking, lift the two weights up to eye level and push each one up towards the sky. After you have fully extended one weight with one arm, bring that arm down and extend the other water weight up. Perform 10 with each arm while walking against the current. According to AGP Company, swim spas can also be used for weight loss exercises in addition to general strength training exercises.