back the wrong horse (idiom): make a wrong or inappropriate choice; to support a losing team or business
Examples 1. I think I backed the wrong horse. 2. It seems like you backed the wrong horse. 3. I backed the wrong horse when I invested in that company. 4. I knew I’d backed the wrong horse as soon as the CEO was fired. 5. Why do you always back the wrong horse?
bang your head against a wall (idiom): to be frustrated in your efforts to change something or make something happen; to persist in doing something, without success; telling someone (e.g., a child) something, or asking them to do something, when they don’t listen or refuse to do it; putting in effort but going nowhere, and getting very frustrated
Examples 1. I feel like I’m banging my head against the wall when I talk to you. 2. Asking for a raise is like banging my head against a brick wall. 3. I keep asking her not to eat inside, but it's like banging my head against a brick wall. 4. I’m just banging my head against a wall talking to you. 5. Why do you continue to bang your head against a brick wall? Just give up on your business and get a real job
playing cat and mouse / cat-and-mouse game (idiom): involving constant pursuit, near captures, and repeated escapes – often by accident
Examples 1. The thief was playing cat and mouse with the police. 2. I am playing cat and mouse with the boss. 3. Why are you hiding in my office? Are you playing cat and mouse with Bill? 4. Stop playing cat and mouse with your brother and just go and talk to him. 5. (On the phone) Bill, this cat-and-mouse game must end soon. Call me back when you get this message. I miss you, buddy.
Examples 1. She was dancing on air after getting a promotion at work. 2. He was walking on air when he heard his wife was pregnant. 3. You look like you are walking on air. 4. I was dancing on air after passing my exams. 5. The kids were dancing on air when the teacher told them they could play for 5 minutes longer.