Gary Bums has a date with death: November 29 at 12:01 a.m. He seeks a writ of habeas corpus, arguing that his lawyer in the sentencing proceedings was ineffective. The Supreme Court of Indiana considered and rejected this claim, as it earlier had rejected Burris’s substantive challenges to his sentence. Burris v. State, 642 N.E.2d 961 (Ind.1994), cert. denied, — U.S. -, 116 S.Ct. 319, 133 L.Ed.2d 221 (1995). The district court denied Burris’s petition under 28 U.S.C. § 2254, deeming it an abuse of the writ in light of his earlier collateral attack, which was resolved adversely to him. Burris v. Farley, 51 F.3d 655 (7th Cir.1995). The district court also declined to issue a certificate of probable cause for appeal, 28 U.S.C. § 2253, and Burris now asks us to issue such a certificate and a stay of execution. The case was assigned to the original panel under *48Circuit Rule 22(h), which also authorizes summary disposition of successive petitions.
Burris’s initial federal petition was filed while the validity of his death sentence was on appeal to the Supreme Court of Indiana. The district judge warned Burris and his lawyer that this was a risky maneuver; as Justice O’Connor observed in Rose v. Lundy, 455 U.S. 509, 521, 102 S.Ct. 1198, 1204, 71 L.Ed.2d 379 (1982) (plurality opinion), “a prisoner who decides to proceed only with his exhausted claims and deliberately sets aside his unexhausted claims risks dismissal of subsequent federal petitions.” Burris nonetheless decided to forge ahead. He changed his mind on appeal, but we declined to reheve him of the consequences of his choice by vacating the district court’s decision. 51 F.3d at 658. Our opinion observed, however, that if the state were to plead abuse of the writ in response to a later petition, Burris would be free to litigate the significance of his initial petition. That time has come. Because this question was not definitively resolved on the first appeal, we think it appropriate to issue a certificate of probable cause. See Barefoot v. Estelle, 463 U.S. 880, 103 S.Ct. 3383, 77 L.Ed.2d 1090 (1983); Maggio v. Williams, 464 U.S. 46, 104 S.Ct. 311, 78 L.Ed.2d 43 (1983); Lozada v. Deeds, 498 U.S. 430, 111 S.Ct. 860, 112 L.Ed.2d 956 (1991). As the Supreme Court has recently held, however, that step does not entitle the petitioner to a stay of execution. A stay is proper only if the petitioner has a significant chance of prevailing on the merits. Netherland v. Tuggle, — U.S. -, 116 S.Ct. 4, 132 L.Ed.2d 879 (1995). For substantially the reasons given by the district judge, we conclude that Burris has not demonstrated such a possibility.
To justify a successive federal petition for collateral relief, a petitioner must establish cause and prejudice — or a colorable claim of innocence. McCleskey v. Zant, 499 U.S. 467, 111 S.Ct. 1454, 113 L.Ed.2d 517 (1991); Gomez v. United States District Court, 503 U.S. 653, 112 S.Ct. 1652, 118 L.Ed.2d 293 (1992). Burris does not contend that he is either factually or legally “innocent” of the death penalty, as the Supreme Court used that term in Sawyer v. Whitley, 505 U.S. 333, 112 S.Ct. 2514, 120 L.Ed.2d 269 (1992); see also Schlup v. Delo, — U.S. -, 115 S.Ct. 851, 130 L.Ed.2d 808 (1995). Instead he seeks to show “cause” for filing sequential petitions. On his prior appeal, Burris argued that the state’s delay in coming to a conclusion about his sentence compelled him to initiate a collateral attack, lest he be deemed to have forfeited his entitlement by his own procrastination. We considered and rejected this argument on the merits; Burris does not renew it. Nor does he argue, as the prisoner did in Phillips v. Vasquez, 56 F.3d 1030 (9th Cir.1995), that undue delay by the state invited a petition addressing the conviction while sentencing issues had not been exhausted. Our initial opinion observed that a state should not be entitled to string out the sentencing process as a way of holding captive someone with a strong claim of innocence to the charge of crime. Burris does not now argue either that he was factually innocent of murder or that the state delayed unduly at any step of the process. Unjustified delay therefore cannot supply the “cause” for a petition limited to the guilt phase of the proceedings. (There is a second reason why Phillips does not assist Burris: it dealt only with exhaustion, and thus the propriety of the first petition. It did not address the circumstances under which undue delay might entitle a prisoner to file sequential petitions.)
What Burris does argue is that he raised his challenges to his sentence as soon as he could: “Petitioner’s new death sentence was not affirmed by the Indiana Supreme Court until November 4, 1994, nearly eight months after his guilt/innocence Habeas Corpus Petition had been dismissed on January 27,1994. Consequently, Petitioner’s claims from direct appeal could not have been brought in his guilt/innocence Habeas Corpus Petition because they had not been exhausted.” (Emphasis in original.). This is true but beside the point. Given the sequential petitions, the issues had to be allocated as they have been; sentencing issues were not exhausted at the time of the original federal collateral attack. But the abuse of the writ lies in filing sequential petitions; Burris therefore must show “cause” for demanding review of his conviction while sentencing questions were on appeal in the state system. He did not make that showing on the prior appeal, and his current papers do not even try to do so.
*49Burris may well have had his reasons. He may have thought, for example, that the Supreme Court of Indiana would give him full and fair consideration on the sentencing question, so that he would lose little by giving up the right to sequential review in federal court,, while accelerating review of the merits. His principal challenges to his sentence were based on state rather than federal law, and the Supreme Court of Indiana indeed provided thoughtful consideration. Constitutional challenges to Indiana’s capital sentencing procedures are hard to come by in the wake of Schiro v. Clark, 963 F.2d 962 (7th Cir.1992), affirmed under the name Schiro v. Farley, — U.S. ——, 114 S.Ct. 783, 127 L.Ed.2d 47 (1994). Burris has not asked us to revisit any of the conclusions that the Supreme Court of Indiana reached when affirming his death sentence. His current petition, limited to complaints about the performance of counsel at the second sentencing proceeding, does not persuade us that any injustice has been done. Although Burris may now rue his decision to argue the conviction in federal court at the expense of leaving sentencing questions to the state courts (with potential review in the Supreme Court of the United States), regret is not “cause” that permits him to have things both ways.
Choices have consequences — the choice to slay Kenneth W. Chambers in cold blood has earned Burris the ultimate penalty, and the choice to press a collateral attack limited to the judgment of conviction has allocated final resolution of sentencing questions to state court. Burris’s two choices mean that the judgment of the district court must be affirmed. His motion for stay of execution is denied.