Sounds like you're not cleaning the chain internals, so as soon as you oil it and ride it some of the residue is floating out on the clean oil. My chain cleaning routine: remove, soak and shake in a jar of kerosene, let it drip for a while then wash violently in hot soapy water, rinse and hang on a heat source to dry thoroughly before refitting. Finally lubricate with Finish Line Wet - I like to do this while the chain is still hot. This way a silver chain will stay silver for a week (more in summer, less in winter). You can reuse the kerosene, just decant into another jar once the dirt has settled to the bottom.