  We identify the parameter regions of the phenomenological minimal
supersymmetric standard model (pMSSM) with the minimal possible fine-tuning. We
show that the fine-tuning of the pMSSM is not large, nor under pressure by LHC
searches. Low sbottom, stop and gluino masses turn out to be less relevant for
low fine-tuning than commonly assumed. We show a link between low fine-tuning
and the dark matter relic density. Fine-tuning arguments point to models with a
dark matter candidate yielding the correct dark matter relic density: a
bino-higgsino particle with a mass of $35-155$ GeV. Some of these candidates
are compatible with recent hints seen in astrophysics experiments such as
Fermi-LAT and AMS-02. We argue that upcoming direct search experiments, such as
XENON1T, will test all of the most natural solutions in the next few years due
to the sensitivity of these experiments on the spin-dependent WIMP-nucleon
cross section.
