The neutralino would be a composite particle, composed of the super-partners of the guage bosons and the higgs - that is wino (w partner), higgsino (higgs parnter), bino (partner of the weak hypercharge). Since the symmetry is broken, we don't see the original super-partners, only their super-imposed forms with the same mass eigenstate.
When particles annihilate, they produce a set of particles that have a quantum number of 0. Any particles with the same mass-energy as the original colliding pair of particle and anti-particle can be produced. If mass energies are low, this means that the result will be mostly photons, because photons have no mass, and are only energy. That is, they have a low total mass energy. But any particles can be produced, so long as the result totals to 0, and has the same mass energy.
Neutralinos, as you would guess, from the term WIMP, are weakly interacting, and massive. That means that when a neutralino annihilates another, particles with greater mass energy can be produced.
In a 1994 paper Drees et al [aps.org] calculated neutralino decay into gluons. One of the co-authors here Kamionkowski went on to publish more on dark matter and neutralinos. There have been other papers on other possible decay products from neutralino annihilation, because, of course, if annihilation produces unstable particles, or anti-particle pairs, it can keep going until it reaches an end state of stable products. However, not all anti-particle pairs produce annihilate, and if the products are stable, they go bouncing on their merry way.
This means that anti-protons and positrons above the background, and at certain energy levels could be the signature of neutralino dark matter.
Or to roll things back: one of the few ways, other than gravity, we can detect WIMPS is from their annihilations. To determine if, and if so, what, WIMPs are composed of, we have to look at the decay products of those events. The Pamela data shows that there is an excess of positrons, however, it does not show that this excess is from WIMP annihilation. The search for this spectrum is important for both large and small reasons: large because cosmology evolves based on mass, and small because neutralinos, if detected, tell us about the final broken super-symmetrical extensions to the Standard Model, and in turn tell us about the super-partners, and, in turn, about the partners. For example, we have not seen a higgs boson, but a neutralino is an eigenstate of a higgsino fermion, which implies a higgs boson to be partnered with. Back in the 1990's Drees et al published
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