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I started from Quant and did them in sequence leaving ethics for the end - Just over a month before the exam I started reviewing them.

I find there are some concepts in the later volumes that reflect on information from the previous volumes. However, you are bound to review the volumes several times... I guess after the first run at it, you will see which ones you need to spend more time on and which ones you are more comfortable with and can put to the side for the time being..

What I suggest (more than the sequence of material), get to the mock exams early... Maybe a month before the exam... This will be a good indicator of how you retained your info

gl

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