How to solve?? Overlapping colours issue when making a multi-colour (rainbow style) art brush

Hi

I would like to align multiple colours (in parrallel) to a path to create a rainbow style effect, then have the path/colours overlap itself at various points so that any overlapping portions completely obscure the sections below. 

I have been attempting to do this through creating an art brush with a grouped set of colour filled rectangles (also tried with parrallel strokes, and grouped/ungroup) the outcome is the same in all cases - the path/colours won't obscure the colours below, they simple run straight through each other...?

It's possible to get a portion of the colours obscured, but only if the very end of the path doesn't fully overlap itself.

Otherwise the only way seems to be to find the final version of the shape you want first, then cut the path at multiple points, and order them. However, this doesn't allow for particularly quick experimentation/work.

It would be good to find a way for the later stages of path to overlap the earlier stages of the path.

(Maybe this could be a selectable feature if not already?)

Are there any suggestions for ways to resolve this with the art brush, or other methods to get this effect?

Cheers for any information! 🙂