Another way to use auxiliary verbs.

I DO study every day. (Is this phrase correct?)

Yes, It´s correct.It´s true that we learn we don´t use the auxiliares in affirmative phrases, only in interrogative or negative.
But we use the auxiliares DO, DOES nd DID in an affirmative sentence to express emphasis.

Take a look at these examples:

The phrase The same phrase expressing emphasis

I study a lot. I DO study a lot.
She works very hard. She DOES work very hard.
We Went to the movies before him. We DID go to the movies before him.