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Picture of Wooden
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What you need:
  Sandpaper
  1/4" thick piece of wood (the bigger the better)
  Scrollsaw
  Hot glue
  Foam brush
  Stain

Step 1: Cutting and Sanding

Picture of Cutting and Sanding
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Using your template, cut four horseshoe shapes out of the piece of wood.  Next, cut out two braces (as shown in picture) with an angle slightly less than 90 degrees. Sand thoroughly with the grain.
 
I have this exact statue at my house except its metal!!!!:-) :-) :-)