Major life stressors, such as loss and trauma, increase the risk of depression. It is known that individuals show heterogeneous trajectories of depressive symptoms following major life stressors, including chronic depression, recovery, and resilience. Although common genetic variation has been associated with depression risk, genomic factors that could help discriminate trajectories of risk vs resilience following adversity have not been identified. To assess the discriminatory accuracy of a deep neural net combining joint information from 21 psychiatric and health-related multiple polygenic scores (PGSs) for discriminating resilience vs other longitudinal symptom trajectories with use of longitudinal, genetically informed data on adults exposed to major life stressors. The Health and Retirement Study is a longitudinal panel cohort study in US citizens older than 50 years, with data being collected once every 2 years between 1992 and 2010. A total of 2071 participants who were of European ancestry with available depressive symptom trajectory information after experiencing an index depressogenic major life stressor were included. Latent growth mixture modeling identified heterogeneous trajectories of depressive symptoms before and after major life stressors, including stable low symptoms (ie, resilience), as well as improving, emergent, and preexisting/chronic symptom patterns. Twenty-one PGSs were examined as factors distinctively associated with these heterogeneous trajectories. Local interpretable model-agnostic explanations were applied to examine PGSs associated with each trajectory. Data were analyzed using the DNN model from June to July 2020. Development of depression and resilience were examined in older adults after a major life stressor, such as bereavement, divorce, and job loss, or major health events, such as myocardial infarction and cancer. Discriminatory accuracy of a deep neural net model trained for the multinomial classification of 4 distinct trajectories of depressive symptoms (Center for Epidemiologic Studies-Depression scale) based on 21 PGSs using supervised machine learning. Of the 2071 participants, 1329 were women (64.2%); mean (SD) age was 55.96 (8.52) years. Of these, 1638 (79.1%) were classified as resilient, 160 (7.75) in recovery (improving), 159 (7.7%) with emerging depression, and 114 (5.5%) with preexisting/chronic depression symptoms. Deep neural nets distinguished these 4 trajectories with high discriminatory accuracy (multiclass micro-average area under the curve, 0.88; 95% CI, 0.87-0.89; multiclass macro-average area under the curve, 0.86; 95% CI, 0.85-0.87). Discriminatory accuracy was highest for preexisting/chronic depression (AUC 0.93), followed by emerging depression (AUC 0.88), recovery (AUC 0.87), resilience (AUC 0.75). The results of the longitudinal cohort study suggest that multivariate PGS profiles provide information to accurately distinguish between heterogeneous stress-related risk and resilience phenotypes.