It will not get you quiet where you want but

How about DFW to ORD to MAD JFK DFW for $ 1194.

That should net you outbound 4991 inbound 4950 for a Total of

With AATHX 9961 x2 = 19922

You need to get to DFW though.

Dallas/Fort Worth (DFW) to Chicago (ORD) - Sat, Dec 29
American 2324 Dep: 6:20AM Arr: 8:35AM 2h 15m MD-80 Economy (N)

Layover in ORD 8h 10m

American Chicago (ORD) to Madrid (MAD) - Sat, Dec 29
American 5682 Dep: 4:45PM Arr: 7:40AM 7h 55m Airbus A340 Economy (N)

OPERATED BY IBERIA Sun, Dec 30

Madrid (MAD) to Dallas/Fort Worth (DFW) - Sun, Dec 30
American Madrid (MAD) to New York (JFK) - Sun, Dec 30
American 95 Dep: 10:35AM Arr: 1:10PM 8h 35m Boeing 757 Economy (V)

Layover in JFK 2h 50m

American New York (JFK) to Dallas/Fort Worth (DFW) - Sun, Dec 30
American 565 Dep: 4:00PM Arr: 7:15PM 4h 15m Boeing 737 Economy (V)
Provide this information to a travel agent to help them match the fares found.
Make sure to provide the exact booking and fare codes shown.
Fare 1: Carrier AA NLWE2NA DFW to MAD (rules)
Passenger type ADT, round trip fare, booking code N
Covers DFW-ORD (Economy), ORD-MAD (Economy)
$281.50
Fare 2: Carrier AA VLXE2NA MAD to DFW (rules)
Passenger type ADT, round trip fare, booking code V
Covers MAD-JFK (Economy), JFK-DFW (Economy)
$311.50
AA YR surcharge (YR) $496.00
US International Departure Tax (US) $16.70
US September 11th Security Fee (AY) $7.50
US Passenger Facility Charge (XF) $13.50
USDA APHIS Fee (XA) $5.00
US Immigration Fee (XY) $7.00
US Customs Fee (YC) $5.50
Spanish Airport Services Charge (JD) $27.20
Spanish Security Tax (QV) $5.00
US International Arrival Tax (US) $16.70

Subtotal per passenger $1,193.10
Number of passengers x1

Total airfare & taxes $1,193.10

This ticket is non-refundable.
Changes to this ticket will incur a penalty fee.

You can add DFW to CLE or DFW to SAT for 220 and 123 RT