No. It's spelled strategy.
OK, maybe you've missed it, after all it was from a SNL skit in 2000, so here's some links regarding strategery:
First, a definintion from the Lexicon of FReerepublic here: http://www.freerepublic.com/focus/f-news/673536/posts
Strategery: Strategy. Originally a mispronunciation by Dubya. Other similar terms include "misunderestimated" and "hopefuller."
Next, a search of google on strategery brought this link that has audio of the skit: http://grabass.org/node/20
After Bush won in 2000, they even labeled one of the rooms in the white house the "Office of Strategery"