The Master Key, by L. Frank Baum
Of course he dared no stop, for there was no place to land; so he calmly continued his journey. It may be I've missed Cuba, he thought; but I can not change my course now, for if I did I might get lost, and never be able to find land again If I keep on as I am I shall be sure to reach land of some sort, in time, and when I wish to return home I can set the indicator to the northwest and that will take me directly back to Boston