Mix up the white cake mix according to the package directions. Divide the batter evenly into two bowls. In one bowl, stir in a couple drops of yellow food coloring. In the other, add a couple drops of yellow and 1–2 drops of red food coloring to create orange.
Pour the yellow batter into a greased 9x13 baking dish and pop it in the freezer for 15 minutes. This step helps keep the colors from blending. Gently pour the orange batter on top and smooth it out.
Bake at 350°F for 25–28 minutes, or until a toothpick inserted in the center comes out clean. Let the cake cool for 15 minutes.
Use the handle of a wooden spoon or a straw to poke holes in the cake about an inch apart. Whisk together the pudding mix and milk until thickened, then pour evenly over the cake, making sure it seeps into all the holes.
Spread Cool Whip evenly over the pudding layer. Refrigerate the cake for at least 2 hours (or overnight) so everything sets and the flavors meld together.
Before serving, cut into squares and garnish each piece with candy corn candies for the perfect finishing touch.