lthough many evidence-based treatments exist for mental disorders, none are globally optimal and the best treatment for a specific patient is not always clear. Because of this, clinicians often rely on trial and error in treatment selection, and patients often endure multiple ineffective courses of treatment before being helped. Many patients give up before finding the treatment that would have helped them. These delays, burdens, and missed opportunities have led to an interest in developing clinical decision support tools to help select the best available treatment for each patient. The term precision psychiatry is often used to describe this work, although the same term is used to describe basic neurobiological research designed to develop treatments with more refined targets than those in the DSM diagnostic systems. 1 We use the term pragmatic precision psychiatry to describe the branch of precision psychiatry focused on matching patients to best currently available interventions.At its heart, pragmatic precision psychiatry tries to discover prescriptive predictors; that is, predictors of which treatments are best for which patients. A prescriptive predictor is identified by significant between-patient variation in the association of the predictor with the treatment outcome (ie, mean differences in dimensional outcomes or proportion differences in dichotomous outcomes) across different treatment arms. When a prescriptive predictor exists, there is said to be heterogeneity of treatment effects (HTE) across the treatments based on the predictor for the outcome. Numerous prescriptive predictors have been documented, but none are strong enough alone to guide precision treatment planning. This has prompted growing interest in developing precision treatment rules (PTRs) that combine information across multiple prescriptive predictors. 2 However, this work has been much less successful in studies of mental disorders than some other areas of medicine owing to the weakness and instability of mental disorder PTRs. 3,4 IMPORTANCE Clinical trials have identified numerous prescriptive predictors of mental disorder treatment response, ie, predictors of which treatments are best for which patients. However, none of these prescriptive predictors is strong enough alone to guide precision treatment planning. This has prompted growing interest in developing precision treatment rules (PTRs) that combine information across multiple prescriptive predictors, but this work has been much less successful in psychiatry than some other areas of medicine. Study designs and analysis schemes used in research on PTR development in other areas of medicine are reviewed, key challenges for implementing similar studies of mental disorders are highlighted, and recent methodological advances to address these challenges are described here.OBSERVATIONS Discovering prescriptive predictors requires large samples. Three approaches have been used in other areas of medicine to do this: conduct very large randomized clinical trials, pool individual-level ...