Allopregnanolone in Chronic Complex Traumatic Brain Injury

Inclusion Criteria: * Any ethnic group * History of mild traumatic brain injury (TBI) since 2001 and service in the U.S. Military since 9/11/01 (OEF/OIF/OND era) * The investigators will adhere to the operational definition of mild TBI suggested by the World Health Organization Task Force, with the exception of seizure and Glasgow Coma Scale score criteria (not available for these participants) with 1 or more of the following: * confusion or disorientation * loss of consciousness for 30 minutes or less * post-traumatic amnesia for less than 24 hours * and/or other transient neurological abnormalities such as focal signs, and intracranial lesion not requiring surgery * Ability to participate fully in the informed consent process * Hamilton Depression Rating Scale (HDRS) score 14 (HAM-D range for moderate depression=14-18) * Participants will meet Diagnostic and Statistical Manual of Mental Disorders, Fifth Edition (DSM-5) criteria for major depressive disorder (by SCID) * The presence of psychotic features will be exclusionary * Single episodes or recurrent episodes will be permissible for study entry (the investigators will examine treatment responses in those who have had single depressive episodes versus those who have had multiple depressive episodes in exploratory sensitivity analyses * BPI (Brief Pain Inventory, Short Form) 'current' pain intensity rating item score 4 (scale of 0-10) * Pain must be musculoskeletal in nature * No anticipated need to alter psychiatric medications for 14-day duration of study involvement * No changes in psychotropic or behavioral interventions during the study or in the 2 weeks prior to study enrollment * Concomitant medications for co-occurring medical conditions are permissible for stable medical conditions that are reasonably well-controlled * for example, hypertension medications, statins, and oral hypoglycemic medications would generally be permissible if they appear to be effectively treating the underlying condition Exclusion Criteria: * Participants with current suicidal or homicidal ideation necessitating clinical intervention or representing an imminent concern * Medications that could potentially confound study outcomes (for example, prednisone) are exclusionary * Current DSM-5 diagnosis of bipolar disorder, schizophrenia or other psychotic disorder, or cognitive disorder due to a general medical condition other than TBI * Female participants who are pregnant or breast-feeding * Known allergy to study medication * Benzodiazepine, barbiturate, or opioid use within the last 2 weeks is exclusionary * Substance use disorder (DSM-5), other than nicotine use disorder * A serious medical illness, defined as an illness that requires hospitalization for additional care at the time of screening or one that has required hospitalization in the last month. * Any co-occurring medical illness should have a history of stable outpatient management * Report of a history of seizures, a history of stroke, a history of prostate cancer (or any other cancer other than non-melanoma skin cancer), a history of myocardial infarction, the presence of congestive heart failure, or any other serious health condition that would likely preclude safe study participation in the medical opinion of the PI or in consultation with the participant's Primary Care Provider (PCP)/other health care provider * Use of oral contraceptives, a hormone-releasing IUD, or other hormonal supplementation such as estrogen or progesterone, as there is a theoretical risk that a metabolite such as ALLO could potentially impact efficacy of oral contraceptives or estrogen replacement