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Wouldn't it better to send bitcoins through out the chain of say five-six exchanges (where you have anonymous accounts) , return them back into wallet and then we're there? Each exchange would act as a kind of mixer in this case.
Could you name 5-6 anonymous exchanges? The only one i can think of is binance (which does chain analysis, so you'll need to find some more exchanges to effectively mix your coins), and yobit, which i find particularily untrustworthy.
Another problem is that most of these exchanges usually ask for .5 or 1% withdrawal fee. multiple that by 5x, or 6x, and you'll be paying massive amounts of fee for what might be just very little improvements in privacy.
Will exchange #1 send to exch #2 the same bitcoins that were received from me? I don't think so, IMO, they will differ from mine, every next exchange belonging to my chain will continue in that, or am I wrong on that?
Agree, that could impose extra costs compared with the mixers.