In Aphorism 251 in Beyond Good and Evil, Nietzche says:
What is serious for me ... [is] the cultivation of a new caste to rule over Europe.
And according to Nietzschean scholar Ronald Beiner, when he said 'caste' he really meant 'caste' (Kaste); and when he said 'rule', he really meant 'rule' (Regierenden); and of course when he said 'Europe', he meant Europe (N did not appear to have an authentic interest in any other worlds/cultures).
This again, according to Beiner:
is only political innocent only on the assumption that he would never be read by people who took him at his word. We now know that assumption to be untenable.
Did Nietzsche spell out in more concrete terms how this 'caste' were to be chosen? Or did he simply assume that they would choose themselves?