I used to be an editor, though what do I know!
The usual rule is: capitalise all *significant* words.
Dog Ate My Homework
and
Dog Ate my Homework
are both OK depending on how important you think the fact of it being *your* homework is.
So,
The Quick Brown Fox Jumps Over The Lazy Dog
is a little hard on the eyes, but if you want to stress jus agility and fitness in your gym ads, what about:
Quick brown fox Jumps Over the Lazy dog.
A small tool to help get your message across, and it can work.
Rgds
Damon