Use

1. Click on the 'marker-bar' to set a marker on the beginning of the sequence
   
2. Give the new marker a name, and make sure you dragged it into the right position
   
3. Double-click on the endframe in the behaviour-channel
   
4. now insert between 'on exitframe' and 'end' the following line: go to '[Location]', where [Location] is the name you gave the new marker
5. playback