Loose nuts can be caused by overtightening. The stud has a
certain amount of elasticity, like most steel parts, and the proper
torque takes advantage of this to keep the nut snug. Overtightening
stretches the stud beyond its elastic limit and strains it, making it
non-elastic and if anything at all, like temperature changes or
additional stress from heavy loads or cornering is applied to it, it
will not snap back from that and the nut will now be loose.
I spent nine years selling wheels, studs and nuts, and other related
hardware. We sold a lot of this stuff to shops that didn't use torque
wrenches, and their customers had more "loose" nuts and departed
wheels.
Rust stains can be a good indicator, but many wheels are
aluminum now and it won't show so well. Black stains are more likely
there.

Dan