Four mathematical approaches are proposed to determine optimal ranges of nutrients for specified purposes. For exercise, the diet must provide optimal mixtures of fuels, also optimal amounts of nutrients conducive to a sound structure, a desired power/weight ratio, a water-electrolyte system that resists dehydration and buffers hydrogen ions, a tolerance to the cumulative stress of repetitive competition and tractable attitude. The nutritional strategy of carbohydrate loading risks a variety of abnormalities in dogs and horses. An alternative strategy of fat adaptation (the combination of fat feeding and training) was found to improve aerobic performance in dogs and horses and to spare glycogen utilization and reduce lactate accumulation. Surprisingly, improved anaerobic performance has also been confirmed in fat-adapted horses that have been sprint trained. Fat adaptation increased the blood lactate responses to incremental tests and repeated sprints. Blood lactate accumulation during repeated sprints was affected synergistically by the combination of fat adaptation and sodium bicarbonate supplementation. Fat adaptation in horses appears to facilitate metabolic regulation to achieve power needs, with glycolysis decreasing during aerobic work but increasing during anaerobic work and with blood lactate changes following accordingly. Interactions between fat adaptation and dietary cation-anion balance need further investigation.