The route Columbus decided to take back was to head North to around latitude of 40° N and then catch trade winds blowing towards the East that were regular there, and Columbus had known that.

This was in its essence the same - just prolonged - route Europeans (particularly Portuguese) used to get back from sailings to Africa, Cape Verde islands, Madeira etc. from at least 1420s. to go South to Africa you could just follow the coast with no problems, but to return north from Africa you would face contrary currents and winds. Portuguese soon found that it is faster, or at least much easier with less tacking and hardships, to head actually something of a North West direction, and then somewhere on the latitudes of Lisbon (~ 40°) they found winds and currents that would quickly send them back to Iberia. This became referred to as Volta do Mar, illustrated here. It is regarded that because of this route the Portuguese discovered Azores in the first place. The route has been consistently sailed since its inception, and by 1492 there were over 50 years of it's usage and was probably well understood that one would easily find winds back to Europe at that latitude.

Columbus, who until 1480s has been working for the Portuguese, whose wife was from Porto Santo, a smaller island near Madeira, and who according to himself, made trips to 'Guinea' (Portuguese name for region of sub-Saharan West Africa) would have sailed and be well acquainted with the route, and the fact that there at around 40° latitude you would find winds to take you home. In the same fashion, he knew that around the latitudes of Canary islands and Cape Verde islands you would find winds and currents aiding you in going West which he used to get to Americas in the first place.