Treatment-Resistant Depression (TRD) poses a substantial health and economic challenge, persisting as a major concern despite decades of extensive research into novel treatment modalities. The considerable heterogeneity in TRD's clinical manifestations and neurobiological bases has complicated efforts toward effective interventions. Recognizing the need for precise biomarkers to guide treatment choices in TRD, herein we introduce the SelecTool Project. This initiative focuses on developing (WorkPlane 1/WP1) and conducting preliminary validation (WorkPlane 2/WP2) of a computational tool (SelecTool) that integrates clinical data, neurophysiological (EEG) and peripheral (blood sample) biomarkers through a machine-learning framework designed to optimize TRD treatment protocols. The SelecTool project aims to enhance clinical decision-making by enabling the selection of personalized interventions. It leverages multi-modal data analysis to navigate treatment choices towards two validated therapeutic options for TRD: esketamine nasal spray (ESK-NS) and accelerated repetitive Transcranial Magnetic Stimulation (arTMS). In WP1, 100 subjects with TRD will be randomized to receive either ESK-NS or arTMS, with comprehensive evaluations encompassing neurophysiological (EEG), clinical (psychometric scales), and peripheral (blood samples) assessments both at baseline (T0) and one month post-treatment initiation (T1). WP2 will utilize the data collected in WP1 to train the SelecTool algorithm, followed by its application in a second, out-of-sample cohort of 20 TRD subjects, assigning treatments based on the tool's recommendations. Ultimately, this research seeks to revolutionize the treatment of TRD by employing advanced machine learning strategies and thorough data analysis, aimed at unraveling the complex neurobiological landscape of depression. This effort is expected to provide pivotal insights that will promote the development of more effective and individually tailored treatment strategies, thus addressing a significant void in current TRD management and potentially reducing its profound societal and economic burdens.