As Tom says, consider heading straight to Guadeloupe. As Maria_and_Steve point out, the trades should be north of east at that time of year so you've got a good chance of being able to sail the course to the southern end of Guadeloupe which is where you really, really want to go, the Isles des Saintes.

I've done both trips, several times with Mal (Manpot) crewing on at least a couple of occasions. Heading straight for Anguilla from Anegada is usually pretty horrible, heading for Guadeloupe the worst bit will probably be the first couple of hours after you leave the shelter of the BVI when you'll be in shallow, exposed seas. Once you get to the deep water things smooth out considerably. There is a shallow area just south of Saba (I forget the name of the bank) but after that it'll be good. If you are lucky with the wind, you'll also be passing close enough to Saba, Statia, St Kitts and Nevis, so you'll be able to head for shore if the crew need a rest.

Once you get to Guadeloupe you really must go to Isle des Saintes. I've never met anyone who didn't really enjoy them. From there, if you have time, I would have said head south to Dominica but I understand it got hit really badly by Irma and I don't know what it is now like. So, instead of Dominica, head north up the west coast of Guadeloupe to Deshaies. One of my favourite places and the setting for the BBC series that you may have seen, Death In Paradise.

From Deshaies, I'd go to Montserrat. I wouldn't bother with Antigua unless you really do have plenty of time. It's nice but nothing special apart from Nelson's Dockyard, in my opinion. If you go to Monnserrat then Mal will have contacts for you to go and see the volcano.

Then Nevis and St Kitts. Nevis is quiet and upmarket, St Kitts less so but a trip up Brimstone Hill is interesting. Ottley's Plantation is a great place for lunch. Then head to St Bart's. I've only been in low season and have able to dock where the superyachts are normally pulled in, right below the Dior, Hermes, Louis Vuitton and other assorted places to empty your wallet. February/March you'll probably be anchored a mile out!

Then across to St Martin and Anguilla. Very different places but I liked them both.

I'm very envious of you, my chance to spend a month wandering the Caribbean is now over but I look back fondly on those trips. Have fun.