I did this a couple years ago, running Milwaukee first, then Detroit two weeks later. If Chicago is your real go, don't push yourself in the first marathon. Take it as your last long training run and run it one to two minutes per mile slower than the pace you're looking for in Chicago.
In between the runs, take a day or two to rest and relax after the first marathon. Then go back to your original training schedule and repeat the last three weeks.
Go into the second marathon with realistic expectations. You might not be up to full peak because of the first run. Listen to your body in the days leading up to and actually into the second marathon. Slow down if necessary.
If you're in good general condition and have been running for a while, you should do okay. Check back in here afterward and let us all know how you did.
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