POS in ur own wallet is the best idea yes

but to say on a exchange u will get nothing is not total true
there are two tiny exchanges that did add DMD and promote themself that they act as POS pool too
which means they stake with the funds deposited and share the rewards between coin holders

https://coinsmarkets.com/trade-BTC-DMD.htm

and https://btcpop.co

decide by urself i u want to risc to test out their services
u should send at least 200 DMD and give them at least a month time before u check results

and please tell us then about ur experiences u made with them