What is a Natural SUSY scenario?

The idea of "Natural SUSY", understood as a supersymmetric scenario where the fine-tuning is as mild as possible, is a reasonable guide to explore supersymmetric phenomenology. In this paper, we re-examine this issue in the context of the MSSM including several improvements, such as the mixing of the fine-tuning conditions for different soft terms and the presence of potential extra fine-tunings that must be combined with the electroweak one. We give tables and plots that allow to easily evaluate the fine-tuning and the corresponding naturalness bounds for any theoretical model defined at any high-energy (HE) scale. Then, we analyze in detail the complete fine-tuning bounds for the unconstrained MSSM, defined at any HE scale. We show that Natural SUSY does not demand light stops. Actually, an average stop mass below 800 GeV is disfavored, though one of the stops might be very light. Regarding phenomenology, the most stringent upper bound from naturalness is the one on the gluino mass, which typically sets the present level of fine-tuning at ${\cal O}(1\%)$. However, this result presents a strong dependence on the HE scale. E.g. if the latter is $10^7$ GeV the level of fine-tuning is $\sim$ four times less severe. Finally, the most robust result of Natural SUSY is by far that Higgsinos should be rather light, certainly below 700 GeV for a fine-tuning of ${\cal O}(1\%)$ or milder. Incidentally, this upper bound is not far from $\simeq1$ TeV, which is the value required if dark matter is made of Higgsinos.