This is more difficult than it may look, given the inevitable migration of steppe peoples into the region. Dacia was a plug in a metaphorical dam, and once Trajan killed the dutch boy whose finger was in the hole, it was only a matter of time. Also, by 407 in OTL, Rome was in no shape to hold Dacia.
It's also worth considering that Roman logistics are very much based on the Mediterranean and riverine transit. Dacia is beyond that system. Over a long enought period of time, anything outside of the system was lost.
Didn't help that the Romans were exceptionally brutal in their subjugation of Dacia, which while necessary for conquest left local manpower rather low. OTL Illyria and Thrace became manpower recruiting centers on the frontier. Dacia never did. Addressing this might be a first step.
What if the Romans conquered Dacia earlier in their history? That might help.