<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0001041927
<NAME> ISI STRATEGY FUND, INC
<S> <C>
<PERIOD-TYPE> 12-MOS
<FISCAL-YEAR-END> MAY-31-2000
<PERIOD-END> MAY-31-2000
<INVESTMENTS-AT-COST> 34408056
<INVESTMENTS-AT-VALUE> 363955563
<RECEIVABLES> 119893
<ASSETS-OTHER> 118568
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 36634017
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> (90319)
<TOTAL-LIABILITIES> (90319)
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 32437960
<SHARES-COMMON-STOCK> 3007116
<SHARES-COMMON-PRIOR> 3001292
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 147300
<ACCUMULATED-NET-GAINS> 1970938
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 1987500
<NET-ASSETS> 36543698
<DIVIDEND-INCOME> 295130
<INTEREST-INCOME> 838140
<OTHER-INCOME> 0
<EXPENSES-NET> (365705)
<NET-INVESTMENT-INCOME> 767535
<REALIZED-GAINS-CURRENT> 2684320
<APPREC-INCREASE-CURRENT> (1248602)
<NET-CHANGE-FROM-OPS> 2203283
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (719452)
<DISTRIBUTIONS-OF-GAINS> (714883)
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 463155
<NUMBER-OF-SHARES-REDEEMED> (564237)
<SHARES-REINVESTED> 106906
<NET-CHANGE-IN-ASSETS> 809463
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 99187
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 146416
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 480193
<AVERAGE-NET-ASSETS> 36503987
<PER-SHARE-NAV-BEGIN> 11.91
<PER-SHARE-NII> 0.26
<PER-SHARE-GAIN-APPREC> 0.46
<PER-SHARE-DIVIDEND> (0.24)
<PER-SHARE-DISTRIBUTIONS> 0.24
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 12.15
<EXPENSE-RATIO> 1.00
</TABLE>
