Short answer
HubSpot's KB: use an import, the index page or a workflow. Imports only move stages forward; to go backwards, clear the value first. In workflows, clear the property before setting the earlier stage.
1. In HubSpot
The relevant screen in my demo portal.
2. Worth knowing
Clearing first is the step people miss when a stage won't move back.
3. Related
Custom lifecycle stages and deal-based automation.