Abstract: 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.