Yea, that should work to anonymize your BTC (though you are technically no longer private). If you wait before swapping back (hours to days at least), and don't swap back all in the same amount at random times, with different peers/exchanges, using different IPs with a VPN/proxy/Tor you should be good...

Most new to XMR or privacy might think naively swapping to XMR then immediately back helps them, but it doesn't, takes more consideration. That is why I just simply said what I did.