Has anyone ever noticed that King Julien is incredibly strong?

It could also be from all of the dancing he does

Yes I remember in launchtime he was helping push the TV and he also slung Mort... I remember in about every episode he slings Mort! So yeah he is strong!

Throwing Mort around has got to count for something. Or throwing a watermelon at Private's head on King Julien Day.

You have to remember that Mort is a tiny lemur that probably weighs less than half a pound. Also, the penguins are tiny (compared to the humans) and the lemurs are about their size, but the watermelons thrown are smaller than the penguins by about half their size, which means the watermelon would not be a normal sized watermelon, it would be a very small watermelon.
King Julien seems to have about an average strength...remember, in the episode about the batteries Julien is only able to keep the gate from closing for a few moments until he jams it with the battery...a feat which most of the animals could probably do.

When I read this, I thought it said he is incredibly stupid. (which he is!)

Well obviously. ^^ Julien might have normal strength, but if you touch his feet he could take down the rat king. I'd even go as far to say he could take down officer X.