A. Thermal history We begin by considering the thermal history of a nearly pure Bino. If one does not allow for co- [40–42] or resonant [40, 43–46] annihilations, then Bino freeze-out is controlled by t - channel sfermion exchange. One can show [9] that in order to produce the observed DM relic density, the sfermion must be ∼ < 110 GeV. Since the LEP limits on sfermions are O (100 GeV), there is only a small experimentally allowed window for thermal Bino DM. Either co-annihilations ( e.g. with the stau or stop) or resonant annihilation through the pseudo-scalar Higgs ( A $^{0}$) also allow dominantly Bino DM. However, both of these options involve numerical coincidences. In the first case the Boltzmann factor will exponentially suppress the density of the would-be co-annihilator unless exp( − Δ M/T$_{f}$ ) is O (1), where Δ M = m$_{NLSP}$ − m$_{χ}$ , m$_{NLSP}$ is the mass of the next-to-lightest superpartner, and T$_{f}$ is the DM freeze-out temperature. Since T$_{f}$ ≈ m$_{χ}$/ 20, this requires a mass degeneracy, Δ M , of a few percent. To realize the second case requires a precise relationship between m$_{χ}$ and m$_{A}$ . When m$_{χ}$ < m$_{W}$ , the Z 0 or h poles may be used to achieve the correct relic density, which requires a similar numerical conspiracy. Located at the other extreme, far away from the pure Bino, is a pure Wino or a pure Higgsino. In these cases, the requirement of a thermal relic abundance fixes the mass to be O (2 . 5 TeV) and O (1 TeV) respectively. Thus, to realize either of these cases implies µ ≳ O (100 GeV). Since, in the MSSM, the Z 0 mass is given by where m 2 H$_{u,d}$ are the Higgs soft-mass squared parameters, this requires a substantial fine- tuning between µ 2 and m 2 H$_{u,d}$ in order to reproduce the measured Z 0 mass of 91 GeV. Therefore, the desire to alleviate fine-tuning in this expression leads to the requirement that µ ∼ O (100 GeV). This will also naively lead to well-tempering since the neutralino mixing is proportional to m$_{Z}$/µ . Though the accuracy of the current measurement of the DM relic density (see Eq. (1)) requires a precisely determined neutralino composition, one can easily reproduce the DM abundance for any mass of O (100 GeV). The Bino/Higgsino mixed LSP as a good thermal WIMP was pointed out in studies of the focus point region on the MSSM [47, 48]. A Higgs boson mass above the LEP bound requires large radiative corrections from a stop squark. This implies that the scale for these particles, m$_{SUSY}$ , should be around a TeV. These states yield additive corrections to m 2 $_{H$_{u,d}$}$, proportional to m 2 $_{SUSY}$. Hence, even in the case when µ ∼ O (100 GeV), there will naively be fine-tuning between these corrections and the bare value of m 2 H$_{u,d}$ in order to reproduce m$_{Z}$ . Solutions to this “little hierarchy problem” m 2 Z 2 = −| µ | 2 + m 2 H$_{d}$ − m 2 $_{H$_{u}$}$t 2 β t 2 β − 1 , (26) 11