I kept wiping my chain down with a rag then relubing, maybe once a week. But every time I relube, I wipe off the excess and very quickly (almost immediate) the chain is covered again with liquid grey grime. Attempting to kurb this problem, I soaked the chain in all-purpose cleaner, put it back on, relubed, and it was covered in grime straight away!

I'm about to soak it in park tools citrus degreaser then try again.

One issue I think may be causing it is; the jockey wheels on the rear D are shredded around the teeth, with the surface layer being totally worn away and sort of ruffled or roughed up in the circumference below the teeth. Could this be covering it in grime (with the lubes help)?

For informational purposes; the lube I've been using is Finish Line ceramic.