Objective: High dropout rates are common in randomized clinical trials (RCTs) for comorbid posttraumatic stress disorder and substance use disorders (PTSD + SUD). Optimizing attendance is a priority for PTSD + SUD treatment development, yet research has found few consistent associations to guide responsive strategies. In this study, we employed a data-driven pipeline for identifying salient and reliable predictors of attendance. Method: In a novel application of the iterative Random Forest algorithm (iRF), we investigated the association of individual level characteristics and session attendance in a completed RCT for PTSD + SUD (n = 70; women = 22 [31.4%]). iRF identified a group of potential predictor candidates for the total trial sessions attended; then, a Poisson regression model assessed the association between the iRF-identified factors and attendance. As a validation set, a parallel regression of significant predictors was conducted on a second, independent RCT for PTSD + SUD (n = 60; women = 48 [80%]). Results: Two testable hypotheses were derived from iRF's variable importance measures. Faster within-treatment improvement of PTSD symptoms was associated with greater session attendance with age moderating this relationship (p = .01): faster PTSD symptom improvement predicted fewer sessions attended among younger patients and more sessions among older patients. Full-time employment was also associated with fewer sessions attended (p = .02). In the validation set, the interaction between age and speed of PTSD improvement was significant (p = .05) and the employment association was not. Conclusions: Results demonstrate the potential of data-driven methods to identifying meaningful predictors as well as the dynamic contribution of symptom change during treatment to understanding RCT attendance. (PsycInfo Database Record (c) 2021 APA, all rights reserved).