Too much grain causes founder and tying up. This means that the horse can now be able to eat more hay. In Slade's experiments the horses fed the fat diet ate twice as much hay as the other horses. This is a big advantage. Maybe this is the reason these horses out performed all the others fed nonfat diets.
Rice bran is an excellent source of fat.
Gray oats if you can find them have the most fat for oats. Corn oil may be added to increase the fat content of your ration. Now that is one very messy mess. It is very hard to convince the normal horse to eat this mess even if it is good for him. Fortunately there are fats in solid powder form that are available as weaner pig starter feed.