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Background: Doubts exist on whether effects found in randomized controlled trials (RCTs) are directly generalizable to daily clinical practice. This study aimed (a) to investigate the effectiveness of treatment options within an algorithm-guided treatment (AGT) program for depression and compare their effectiveness with outcomes of efficacy trials and (b) to assess the relation between treatment continuity and outcomes., Methods: This naturalistic study linked treatment data from January 2012 to November 2014 from a Dutch mental healthcare provider, to routine outcome monitoring (ROM) data (N = 351). Effectiveness of the treatment options (pharmacotherapy, psychotherapy and their combination) was compared to the efficacy reported in the meta-analyses. We included treatment continuity as binary variable "early terminators versus completers of the recommended number of treatment sessions"., Results: Remission rates for psychotherapy (38% [95% CI: 32-45]), pharmacotherapy (31% [95% CI: 22-42]) and combination therapy (46% [95% CI: 19-75]) were respectively lower, comparable, and comparable to those reported in the meta-analyses. Similarly, response rates were respectively lower (24% [95% CI: 19-30]), lower (21% [95% CI: 13-31]), and comparable (46% [95% CI: 19-75]) to meta-analyses results. A similar share of early terminators and completers achieved remission and response., Limitations: A substantial proportion of patients had incomplete ROM data after data linkage. Limited set of patient characteristics to check for selection bias., Conclusions: Despite the more heterogeneous patient population in clinical practice, the effectiveness of an AGT program, emphasizing strict guideline adherence, approached that found in RCTs. A fixed number of treatment sessions may not suit all individual patients., Competing Interests: Declaration of Competing Interest Sybolt O. de Vries was involved in the design of the algorithm-guided treatment program investigated in this study. All other authors declare that they have no conflicts of interest. Furthermore, De Friesland Zorgverzekeraar, a health insurance company, was part of the research consortium, although grant conditions guarantee full freedom of research and no influence on publications., (Copyright © 2020 The Authors. Published by Elsevier B.V. All rights reserved.)