Well, he isn't talking about bulging muscles. He's talking about the man who can look the absolute nihilism of Liberal Capitalism in the face without shriveling up in horror, even become a nihilist himself, and yet transcend that nihilism in himself and all around him. These will be the Ubermenschen, the Supermen. Not some silly individual on his own playing at philosophizing and self assertion (that's a paltry Liberal), or even individually sacrificing himself for some great cause, but a new order of beings - the Dionysian Collective. Marx also saw this new order of beings, but as the Collective of the Revolutionary Proletariat. Heidegger says that beings are not enough - what's needed is a new beginning of Being itself. I'd say that all of them are correct and we need to achieve all of what they foresaw if we are to live as genuine human beings.
The normative aspect of his philosophy was all about individual striving; becoming fully who you are.
And he utterly despised collectivism. Was he a liberal? No.
If he could be pinned down politically, I'd say he was in favour of a sort of decentralised neo-feudalism. He was unapologetically elitist, although not in a conventional sense.
He was no fan of any sort of collectivism. He even went as far as renouncing his Prussian citizenship FFS!
11. The New Idol
"Somewhere there are still peoples and herds, but not with us, my brethren: here there are states.
A state? What is that? Well! open now your ears unto me, for now will I say unto you my word concerning the death of peoples.
A state, is called the coldest of all cold monsters. Coldly lieth it also; and this lie creepeth from its mouth: "I, the state, am the people."
It is a lie!"