Hm; it isn't a set phrase AFAIK, but a "tack" is the course taken by a boat, so you could say someone is "on the wrong tack" figuratively, too. I know it better from "change tack" or "try a new tack" etc., but there are a few hits for "on the wrong tack":
4 from www.guardian.co.uk for "on the wrong tack"
2 from www.timesonline.co.uk for "on the wrong tack"
2 from washingtonpost.com for "on the right tack".
1 from www.nytimes.com for "on the wrong tack".
e.g. "But I do think that as a country we are very much on the wrong tack when it comes to teenage pregnancies." http://www.timesonline.co.uk/tol/news/article...
"I left college on the wrong tack. I had then, as I have still, a very earnest political creed and very pronounced political ambitions." http://www.nytimes.com/books/first/a/auchincl...
Can't say how much that is just people combining "a change of tack" with "on the wrong track", though.