to play devils advocate here..
I used to use Maxima chain wax on my enduro. Goes on liquid and dries sticky to keep from flinging off. Well... that sticky lube attracted a LOT of dirt. I believe it's why my chain wore out so fast. Any heavy coating of oil, paraffin, etc will attract dirt that will act as an abrasive to the chain's surfaces.
I suggest using an o-ring chain, cleaning with a toothbrush dipping in a water based cleaning solution (solvent based will degrade the o-rings and can seep past them, thinning the grease inside the chain) and then spraying liberally with WD-40. While WD-40 is NOT a lubricant, it does displace water (the reason it starts with WD) to keep rust from forming.
Also keep an eye on sprocket wear. Worn sprockets will kill a chain faster than anything else.