Four saliva probes were collected per day from 104 children (10 to 35 months old) transitioning from home (T0) to childcare across a four-month period (until T3), resulting in over one thousand cortisol values. Latent Profile Analysis classified three profiles within a regular spectrum of children’s cortisol rhythms and described a fourth hypocortisol stress profile. Further Latent Transition Analysis revealed that profiles frequently changed across the transition but stabilized at T3. Most importantly, regular profiles across transition most likely occurred with high AQS scores of mother-child and care provider–child attachment. A machine learning procedure (XGBoost) featured predictors for stress profiles at T3 (when the child ought to be adjusted and stress profiles should be rare) referring to characteristics of the children (e.g., gender, number of siblings, peer contact before entry), the mothers (their worries), the care providers (their work experience, engagement, attachment) and the groups in the childcare centers (e.g., size, age differences, illness frequency). As a result, experience with siblings and peers before entry facilitated the transition. However, most conditions not linearly affecting children’s cortisol revealed even opposite effects when analyzed at different times. For example, smaller group size and large age-differences at T1 helped the child to stabilize a Regular profile, perhaps due to better control over the situation and greater support from the older children in the group. At T3, however, Regular profiles were associated with larger group size and smaller age-differences which might be helpful for establishing close peer relationships to buffer stress.