I noticed that your itinerary is built following a purely westward direction (i.e. all flights are westward). Please note that you need to keep your west or eastward direction only when traveling between continents. Inside a single continent, you are free to move in any direction you want.

For example:
DFW-LAX-HKG-DXB-LHR-HEL-MAD-ORD-NYC-DFW would be fine (even if the LHR-HEL & ORD-NYC sections are eastward in an itinerary where all intercontinental connections are westward)

Nevertheless: DFW-LAX-HKG-DXB-BOM-LHR-MAD-ORD-DFW would be illegal, given that you backtrack between continents on the DXB-BOM flight (Europe/Middle East to Asia, eastwards).