Find all integers $n$ with $n \geq 4$ for which there exists a sequence of distinct real numbers $x_1, \ldots, x_n$ such that each of the sets $$\{x_1, x_2, x_3\}, \{x_2, x_3, x_4\},\ldots,\{x_{n-2}, x_{n-1}, x_n\}, \{x_{n-1}, x_n, x_1\},\text{ and } \{x_n, x_1, x_2\}$$ forms a 3-term arithmetic progression when arranged in increasing order.
1. **Claim:** It is equivalent to solve this over integers \( x_i \).

   *Proof:* Without loss of generality (WLOG), we can scale the sequence to rationals such that \( x_1 = 1 \) and \( x_2 = 2 \). Note that if the first two terms in the sequence are \( x_i \) and \( x_{i+1} \), then the third term is one of \( \{2x_i - x_{i+1}, 2x_{i+1} - x_i, \frac{1}{2}(x_i + x_{i+1})\} \), which are all equal modulo 3. In either case, given a working sequence, we can multiply by \( 2^N \) to get all integers. 

2. **Claim:** \( 3 \mid n \).

   *Proof:* Since all \( x_i \) are the same residue modulo 3, subtract this residue and divide by 3. Repeatedly divide until some residue is nonzero. WLOG, assume that \( x_1 \equiv 1 \pmod{3} \), else shift cyclically and multiply by two if necessary. Then, for any sequence of integers, it must be one of the following residue sequences:
   \[
   1, 0, 2, 1, \dots \quad \text{or} \quad 1, 2, 0, 1, \dots
   \]
   taken modulo 3 as desired.

3. **Claim:** For \( n = 3k \) and \( k \ge 3 \), we can construct such a sequence.

   *Proof:* For \( n = 9 \), we have the sequence:
   \[
   2, 0, 4, 8, 6, 7, 5, 3, 1
   \]
   This can be extended for \( n = 3k \) as:
   \[
   2, 0, 4, \dots, 4(k-1), 4(k-1) - 2, 4(k-1) - 1, 4(k-3), \dots, 5, 3, 1
   \]
   as necessary.

4. **Claim:** This is impossible for \( n = 6 \).

   *Proof:* Suppose such \( x_i \) exists. First, suppose that the only follow-up to \( x_i, x_{i+1} \) is either \( 2x_i - x_{i+1} \) or \( 2x_{i+1} - x_i \). Given \( x_1, x_2 \), it follows that if \( x_1 < x_2 < x_3 \) or \( x_1 > x_2 > x_3 \), then \( x_4 \) and so on diverge. This uniquely determines \( x_{i+2} \) given \( x_i \) and \( x_{i+1} \), for which \( x_1 \ne x_7 \). Else, we can WLOG show no existence over rationals with \( x_0 = 0, x_1 = 2, x_2 = 1 \), shifting and flipping sign as necessary. Bashing out all 8 cases gives the result.

\(\blacksquare\)

The final answer is \( \boxed{ n = 3k } \) for \( k \geq 3 \).