Hey mate,
You need to nest two levels deep to make this work flawlessly and to be able to re-time easily.
Just because it's easier to show, I made an example for you. Download from here:
endless_rotating_loop.fla - Google Drive
In principle it works like this:
You have two keys with no rotation and a classic tween between them.
You choose rotation in either CW or CCW

This rotation is wrapped inside a container that displays the animation without the repeat key.
This is your loop. You either repeat it or put inside another container that will loop smoothly and endlessly.
More on nesting and using a service frame: Keeping cycles flexible for easy re-timing by using Service Frame and working two levels deep | electric dog :: flanimat…
(Just allow Flash to run on that page)
Hope this helps!
NT