So as much as he ever has anything one might call a "strategy", here is what I think it is:
-declare a national emergency and say he is building his wall without Congressional approval
-various organizations go to court and are granted a stay on the building of the wall
-after a few weeks or months the Supreme Court renders a decision, probably in his favour since he does seem to have the power to do I
Meanwhile, his base is sated, the Republicans in Congress are divided even more, and the Democrats are united even more. Trump's odds of being re-elected, and the Republicans' odds of holding the Senate and taking back the House get longer, thanks to the above-mentioned divisions but more due to a steady flow of reporting on how silly and wasteful the whole thing is, and how other parts of government, the military in particular, are short of funds that have been diverted to building the wall.