Spin chains with exact supersymmetry on finite one-dimensional lattices are considered. The supercharges are nilpotent operators on the lattice of dynamical nature: they change the number of sites. A local criterion for the nilpotency on periodic lattices is formulated. Any of its solutions leads to a supersymmetric spin chain. It is shown that a class of special solutions at arbitrary spin gives the lattice equivalents of the mathcal{N}=(2,2) superconformal minimal models. The case of spin one is investigated in detail: in particular, it is shown that the Fateev-Zamolodchikov chain and its off-critical extension possess a lattice supersymmetry for all its coupling constants. Its supersymmetry singlets are thoroughly analysed, and a relation between their components and the weighted enumeration of alternating sign matrices is conjectured.