Naturalness of supersymmetric models

After presenting a simple procedure for testing naturalness (similar to Bayesian inference and not more subjective than it) we show that LEP2 experiments pose a naturalness problem for `conventional' supersymmetric models. About 95% of the parameter space of minimal supergravity MSSM is excluded by LEP2 experiments. Moreover in this model electroweak baryogenesis, or detectable supersymmetric corrections to mixing of K and B mesons, are possible only in very small corners of the parameter space. The naturalness problem is stronger in gauge mediation models, expecially with light messengers. We recall some possible explanations (different from an improbable numerical accident) of why supersymmetry has not (yet?) been found.