Sometimes I find that applying certain waxes with the rubbing motion adds a positive charge to the rim (static charge) and this will attract more dust and cause it to cling to the rim. Just a thought. However, a good rinse should remove the dust easier with wax.

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2013 BMW X6M-current
2013 Audi S4-current
2007 BMW X5 4.8i (E70)-sold