Braking noise from wheel (Goes away with WD40 on lug nuts)

Toyota Corolla, 2003, manual.

My front right wheel sounds like I'm crunching metal when I'm braking. Very high pitched, like brake pad indicators. I recently got new pads, rotors (4 months ago), caliper (2 years ago) and an ABS sensor (1 month ago).

I sprayed some WD40 on the lug nuts last week before taking it to a mechanic, and the noise went away, so he wasn't able to diagnose it. He checked the slider pins and caliper, and they were free.

One day later the noise comes back. It was real bad today, so for shits and giggles. I put some WD40 on the lug nuts again to see if it fixed it. And to my surprise, it did. It took away about 95% if the noise.

What in god's name could be causing a wheel braking noise that goes away with a little WD-40 on the lug nuts?