The Large Hadron Collider (LHC) at CERN, the world's largest particle accelerator, has produced an unprecedented amount of data at the highest energies ever studied in a laboratory. Furthermore, it is foreseen to produce 150 times more data at even higher energies in the next decade. There are excellent chances that new fundamental physics is hidden in this dataset, however discovering the smoking gun turns out to be extremely challenging. I will share my views on this topic, based on personal experience with searches for supersymmetry and for dark matter produced in the laboratory. I will show how the analysis methods and search strategies have evolved in a few landmark results from the ATLAS Collaboration, including the most recent using all available data.